+93.0%
ASML vs CTSH
-12.1%
+105.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -2.9% | +1.8% | -4.7% | -3.5% |
| 30D | -15.2% | +9.8% | -25.0% | -18.2% |
| 3M | -12.9% | +12.1% | -25.0% | -17.5% |
| 6M | -5.0% | +27.4% | -32.4% | -15.7% |
| YTD | +41.8% | -20.3% | +62.1% | +60.8% |
| 1Y | +46.0% | -8.8% | +54.8% | +51.2% |
| 3Y | +133.5% | +4.0% | +129.4% | +112.3% |
| 5Y | +93.0% | -12.2% | +105.2% | +101.2% |
| All | +93.0% | -12.1% | +105.1% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling