+22.5%
BMY vs CTSH
-11.4%
+33.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.4% |
| 7D | -3.3% | -5.5% | +2.1% | -2.2% |
| 30D | 0.0% | +4.5% | -4.6% | -1.0% |
| 3M | +17.7% | +13.7% | +4.0% | +14.3% |
| 6M | +9.6% | -8.4% | +18.0% | +12.1% |
| YTD | +24.0% | -26.5% | +50.5% | +34.8% |
| 1Y | +45.1% | -13.9% | +59.0% | +49.8% |
| 3Y | +22.5% | -11.3% | +33.8% | +17.5% |
| All | +22.5% | -11.4% | +33.9% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling