+42.0%
BMY vs CTSH
+2.4%
+39.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | +5.1% | +7.4% | -2.3% | +3.7% |
| 3M | -3.0% | +10.9% | -13.9% | -5.0% |
| 6M | +13.1% | +24.7% | -11.6% | +7.6% |
| YTD | +20.3% | -22.0% | +42.3% | +28.6% |
| 1Y | +39.0% | -11.2% | +50.2% | +42.8% |
| 3Y | +42.0% | +3.9% | +38.1% | +35.1% |
| All | +42.0% | +2.4% | +39.6% | +35.1% |
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