-11.2%
CTSH vs BRKR
-11.8%
+0.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -3.7% | -8.7% | +5.0% | -2.5% |
| 30D | +3.7% | -9.9% | +13.6% | +5.1% |
| 3M | +17.9% | -3.1% | +21.0% | +16.7% |
| 6M | -2.6% | +45.5% | -48.1% | -11.1% |
| YTD | -26.4% | +13.7% | -40.1% | -29.9% |
| 1Y | -13.0% | +67.4% | -80.5% | -23.2% |
| 3Y | -11.2% | -13.2% | +2.0% | -16.6% |
| All | -11.2% | -11.8% | +0.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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