+1,093.3%
CTSH vs ALNY
+4,163.9%
-3,070.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.5% |
| 7D | -5.5% | +5.7% | -11.2% | -6.3% |
| 30D | +4.5% | +18.7% | -14.1% | +1.9% |
| 3M | +13.7% | -11.0% | +24.7% | +14.6% |
| 6M | -8.4% | -18.9% | +10.5% | -6.7% |
| YTD | -26.5% | -34.6% | +8.1% | -23.0% |
| 1Y | -13.9% | -42.8% | +28.9% | -8.4% |
| 3Y | -11.3% | +29.1% | -40.5% | -18.4% |
| 5Y | -14.8% | +39.6% | -54.5% | -25.2% |
| 10Y | +22.5% | +253.8% | -231.3% | -16.6% |
| All | +1,093.3% | +4,163.9% | -3,070.6% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling