+16,238.3%
ASML vs CTSH
+36,159.8%
-19,921.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.7% |
| 7D | -10.0% | -0.9% | -9.1% | -10.0% |
| 30D | -19.4% | +13.1% | -32.5% | -23.5% |
| 3M | -12.5% | +17.9% | -30.4% | -19.0% |
| 6M | +8.2% | +28.5% | -20.3% | -5.9% |
| YTD | +40.7% | -19.3% | +60.0% | +42.9% |
| 1Y | +46.1% | -7.6% | +53.8% | +41.0% |
| 3Y | +138.5% | +4.8% | +133.7% | +118.1% |
| 5Y | +84.2% | -9.9% | +94.1% | +78.4% |
| 10Y | +1,505.1% | +45.0% | +1,460.1% | +1,201.1% |
| All | +16,238.3% | +36,159.8% | -19,921.4% | +2,580.4% |
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