-15.3%
CTSH vs IBB
+39.9%
-55.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | -4.2% | +1.6% | -5.8% | -5.0% |
| 30D | +3.9% | +6.7% | -2.8% | +0.4% |
| 3M | +10.2% | +6.3% | +3.8% | +6.1% |
| 6M | +35.3% | +23.9% | +11.4% | +20.0% |
| YTD | -21.8% | +26.6% | -48.4% | -31.9% |
| 1Y | -12.1% | +29.6% | -41.8% | -24.5% |
| 3Y | +2.0% | +86.1% | -84.0% | -30.0% |
| All | -15.3% | +39.9% | -55.2% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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