-7.6%
CTSH vs ALNY
-62.5%
+54.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +3.0% |
| 7D | -0.9% | -30.7% | +29.8% | +3.2% |
| 30D | +13.1% | -26.7% | +39.8% | +17.1% |
| 3M | +17.9% | -26.4% | +44.3% | +21.6% |
| 6M | +28.5% | -45.9% | +74.4% | +35.3% |
| YTD | -19.3% | -59.5% | +40.2% | -15.5% |
| 1Y | -7.6% | -62.0% | +54.3% | -3.0% |
| All | -7.6% | -62.5% | +54.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling