+46.1%
ASML vs CTSH
-7.5%
+53.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -2.5% |
| 7D | -10.0% | -0.9% | -9.1% | -10.0% |
| 30D | -19.4% | +13.1% | -32.5% | -15.6% |
| 3M | -12.5% | +17.9% | -30.4% | -6.8% |
| 6M | +8.2% | +28.5% | -20.3% | +24.0% |
| YTD | +40.7% | -19.3% | +60.0% | +62.7% |
| 1Y | +46.1% | -7.6% | +53.8% | +67.3% |
| All | +46.1% | -7.5% | +53.6% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling