-14.8%
CTSH vs GSK
+46.9%
-61.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.2% |
| 7D | -5.5% | -4.2% | -1.3% | -4.4% |
| 30D | +4.5% | -7.5% | +12.0% | +6.5% |
| 3M | +13.7% | -3.3% | +17.0% | +14.7% |
| 6M | -8.4% | -9.3% | +0.9% | -6.4% |
| YTD | -26.5% | +1.6% | -28.1% | -27.2% |
| 1Y | -13.9% | +25.5% | -39.4% | -19.3% |
| 3Y | -11.3% | +49.3% | -60.6% | -21.7% |
| 5Y | -14.8% | +46.7% | -61.5% | -24.7% |
| All | -14.8% | +46.9% | -61.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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