+4,446.9%
AMGN vs CTSH
+35,040.8%
-30,593.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | 0.0% |
| 7D | +1.5% | -4.2% | +5.7% | +2.3% |
| 30D | +13.1% | +3.9% | +9.2% | +12.1% |
| 3M | +12.9% | +10.2% | +2.7% | +10.4% |
| 6M | +40.8% | +35.3% | +5.5% | +31.5% |
| YTD | +45.6% | -21.8% | +67.4% | +50.0% |
| 1Y | +42.7% | -12.1% | +54.9% | +43.8% |
| 3Y | +91.2% | +2.0% | +89.1% | +86.3% |
| 5Y | +158.1% | -15.3% | +173.4% | +157.1% |
| 10Y | +322.3% | +35.7% | +286.6% | +279.4% |
| All | +4,446.9% | +35,040.8% | -30,593.8% | +1,740.7% |
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