+34.8%
CTSH vs EXEL
+320.7%
-285.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +1.4% | +13.1% | -11.7% | -0.6% |
| 3M | +7.5% | +36.3% | -28.9% | +2.3% |
| 6M | +39.6% | +34.5% | +5.0% | +32.7% |
| YTD | -22.3% | +57.4% | -79.7% | -28.3% |
| 1Y | -12.0% | +62.9% | -74.9% | -19.2% |
| 3Y | +1.8% | +229.5% | -227.7% | -18.9% |
| 5Y | -15.8% | +281.2% | -297.0% | -35.2% |
| All | +34.8% | +320.7% | -285.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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