-13.7%
CTSH vs ALNY
+22.8%
-36.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | -9.8% | -6.4% | -3.4% | -9.2% |
| 30D | +0.1% | +11.9% | -11.8% | -1.0% |
| 3M | +13.2% | -15.0% | +28.2% | +14.2% |
| 6M | -6.2% | -23.2% | +17.0% | -4.7% |
| YTD | -28.5% | -37.8% | +9.3% | -26.2% |
| 1Y | -13.8% | -47.3% | +33.5% | -9.9% |
| All | -13.7% | +22.8% | -36.5% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling