+22.3%
BMY vs CTSH
-14.2%
+36.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.5% |
| 7D | -3.3% | -5.5% | +2.1% | -2.4% |
| 30D | 0.0% | +4.5% | -4.6% | -0.8% |
| 3M | +17.7% | +13.7% | +4.0% | +14.8% |
| 6M | +9.6% | -8.4% | +18.0% | +10.8% |
| YTD | +24.0% | -26.5% | +50.5% | +30.4% |
| 1Y | +45.1% | -13.9% | +59.0% | +47.9% |
| 3Y | +22.5% | -11.3% | +33.8% | +23.8% |
| 5Y | +22.3% | -14.8% | +37.1% | +22.2% |
| All | +22.3% | -14.2% | +36.5% | +22.2% |
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