-10.8%
CTSH vs DGX
+33.7%
-44.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | +12.4% | +0.6% | +11.8% | +12.2% |
| 3M | +17.4% | +21.4% | -4.0% | +12.9% |
| 6M | -3.1% | +14.7% | -17.8% | -6.2% |
| YTD | -23.6% | +38.4% | -62.0% | -27.9% |
| 1Y | -10.8% | +34.0% | -44.8% | -16.4% |
| All | -10.8% | +33.7% | -44.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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