+161.8%
BSX vs CTSH
+34,813.6%
-34,651.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +3.7% | -2.1% | +5.9% | +4.2% |
| 30D | +3.1% | +1.4% | +1.7% | +2.7% |
| 3M | -14.2% | +7.5% | -21.7% | -15.7% |
| 6M | -16.4% | +39.6% | -56.0% | -22.6% |
| YTD | -53.5% | -22.3% | -31.2% | -51.9% |
| 1Y | -57.8% | -12.0% | -45.8% | -57.5% |
| 3Y | -17.4% | +1.8% | -19.2% | -19.8% |
| 5Y | +5.4% | -15.8% | +21.2% | +5.3% |
| 10Y | +106.2% | +34.8% | +71.4% | +87.3% |
| All | +161.8% | +34,813.6% | -34,651.8% | +24.1% |
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 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