+1,323.9%
ASML vs CTSH
+41.5%
+1,282.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.8% |
| 7D | -19.0% | +6.4% | -25.5% | -21.3% |
| 30D | -25.9% | +16.3% | -42.2% | -31.4% |
| 3M | -19.1% | +20.0% | -39.0% | -27.2% |
| 6M | -5.7% | +29.9% | -35.7% | -21.4% |
| YTD | +27.6% | -18.4% | +46.0% | +35.3% |
| 1Y | +30.8% | -8.9% | +39.6% | +29.4% |
| 3Y | +116.2% | +6.0% | +110.2% | +90.5% |
| 5Y | +67.7% | -9.3% | +77.0% | +61.0% |
| All | +1,323.9% | +41.5% | +1,282.4% | +1,050.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling