+4,457.1%
AMGN vs CTSH
+35,415.6%
-30,958.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | +12.1% | +8.0% | +4.1% | +10.3% |
| 3M | +13.6% | +10.6% | +3.1% | +11.1% |
| 6M | +43.9% | +32.5% | +11.4% | +35.0% |
| YTD | +45.9% | -21.0% | +66.9% | +50.0% |
| 1Y | +42.1% | -9.9% | +52.1% | +42.5% |
| 3Y | +91.6% | +3.1% | +88.5% | +86.3% |
| 5Y | +158.5% | -13.4% | +171.9% | +156.4% |
| 10Y | +323.2% | +37.1% | +286.1% | +279.5% |
| All | +4,457.1% | +35,415.6% | -30,958.4% | +1,741.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling