+35,729.8%
CTSH vs GSK
+195.2%
+35,534.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | +1.8% | +5.2% | -3.4% | -0.5% |
| 30D | +9.8% | +10.2% | -0.4% | +5.1% |
| 3M | +12.1% | -0.9% | +13.0% | +12.4% |
| 6M | +27.4% | +3.5% | +23.9% | +24.9% |
| YTD | -20.3% | +7.2% | -27.5% | -23.8% |
| 1Y | -8.8% | +12.0% | -20.8% | -14.5% |
| 3Y | +4.0% | +67.3% | -63.3% | -21.6% |
| 5Y | -12.2% | +45.3% | -57.5% | -30.7% |
| 10Y | +38.7% | +101.8% | -63.0% | -8.3% |
| All | +35,729.8% | +195.2% | +35,534.6% | +16,944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling