+241.2%
BMY vs CTSH
+34,247.0%
-34,005.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.4% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | +5.0% | +12.4% | -7.3% | +3.5% |
| 3M | +19.4% | +17.4% | +2.0% | +16.7% |
| 6M | +9.5% | -3.1% | +12.6% | +9.3% |
| YTD | +28.1% | -23.6% | +51.6% | +31.3% |
| 1Y | +50.0% | -10.8% | +60.8% | +50.8% |
| 3Y | +24.1% | -8.3% | +32.4% | +24.0% |
| 5Y | +25.0% | -11.3% | +36.3% | +24.3% |
| 10Y | +68.7% | +22.6% | +46.1% | +59.5% |
| All | +241.2% | +34,247.0% | -34,005.8% | +94.0% |
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