+220.6%
BMY vs CTSH
+34,958.1%
-34,737.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -1.4% | -2.3% | +0.9% | -1.1% |
| 30D | +5.1% | +7.4% | -2.3% | +4.1% |
| 3M | -3.0% | +10.9% | -13.9% | -4.4% |
| 6M | +13.1% | +24.7% | -11.6% | +9.4% |
| YTD | +20.3% | -22.0% | +42.3% | +22.8% |
| 1Y | +39.0% | -11.2% | +50.2% | +39.7% |
| 3Y | +42.0% | +3.9% | +38.1% | +39.6% |
| 5Y | +28.5% | -13.9% | +42.5% | +28.0% |
| 10Y | +57.5% | +37.8% | +19.7% | +47.1% |
| All | +220.6% | +34,958.1% | -34,737.5% | +81.5% |
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 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