-17.1%
CTSH vs BDX
-1.9%
-15.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | -8.2% | -3.6% | -4.7% | -7.2% |
| 30D | +0.4% | +0.7% | -0.3% | +0.2% |
| 3M | +10.6% | +19.0% | -8.4% | +5.5% |
| 6M | -8.8% | +10.8% | -19.6% | -11.5% |
| YTD | -28.6% | +20.1% | -48.7% | -32.4% |
| 1Y | -15.9% | +23.1% | -39.0% | -21.0% |
| 3Y | -13.9% | -8.8% | -5.1% | -12.6% |
| 5Y | -17.1% | -1.4% | -15.7% | -20.6% |
| All | -17.1% | -1.9% | -15.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling