+166.5%
BSX vs CTSH
+35,415.6%
-35,249.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.1% |
| 7D | -1.5% | -2.1% | +0.5% | -1.1% |
| 30D | +2.9% | +8.0% | -5.0% | +1.2% |
| 3M | -11.8% | +10.6% | -22.4% | -13.9% |
| 6M | -15.4% | +32.5% | -48.0% | -20.9% |
| YTD | -52.7% | -21.0% | -31.7% | -51.2% |
| 1Y | -56.0% | -9.9% | -46.1% | -55.9% |
| 3Y | -12.5% | +3.1% | -15.6% | -15.2% |
| 5Y | +7.6% | -13.4% | +21.0% | +6.9% |
| 10Y | +109.9% | +37.1% | +72.8% | +90.0% |
| All | +166.5% | +35,415.6% | -35,249.2% | +25.9% |
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