+81.0%
BSX vs CTSH
+24.9%
+56.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.3% |
| 7D | -10.1% | -3.7% | -6.4% | -8.8% |
| 30D | -16.4% | +3.7% | -20.1% | -17.7% |
| 3M | -8.9% | +17.9% | -26.8% | -15.2% |
| 6M | -38.3% | -2.6% | -35.6% | -38.7% |
| YTD | -54.9% | -26.4% | -28.5% | -50.5% |
| 1Y | -58.8% | -13.0% | -45.8% | -58.0% |
| 3Y | -21.2% | -11.2% | -10.0% | -22.0% |
| 5Y | -3.3% | -14.3% | +11.0% | -5.4% |
| All | +81.0% | +24.9% | +56.1% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling