+22.2%
CTSH vs DGX
+255.3%
-233.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | +3.7% | -1.2% | +4.9% | +4.2% |
| 3M | +17.9% | +15.8% | +2.1% | +11.3% |
| 6M | -2.6% | +18.2% | -20.8% | -9.0% |
| YTD | -26.4% | +37.2% | -63.6% | -35.4% |
| 1Y | -13.0% | +30.4% | -43.4% | -22.3% |
| 3Y | -11.2% | +96.7% | -107.9% | -34.3% |
| 5Y | -14.3% | +67.2% | -81.5% | -33.1% |
| All | +22.2% | +255.3% | -233.2% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling