+3,792.0%
CTSH vs IBB
+560.8%
+3,231.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.0% |
| 7D | -2.7% | +1.4% | -4.1% | -3.6% |
| 30D | +12.4% | +10.5% | +1.9% | +5.1% |
| 3M | +17.4% | +23.6% | -6.3% | +1.5% |
| 6M | -3.1% | +22.6% | -25.7% | -16.5% |
| YTD | -23.6% | +25.7% | -49.2% | -35.4% |
| 1Y | -10.8% | +51.4% | -62.2% | -33.5% |
| 3Y | -8.3% | +64.4% | -72.7% | -36.3% |
| 5Y | -11.3% | +22.1% | -33.5% | -26.2% |
| 10Y | +22.6% | +132.5% | -109.9% | -38.0% |
| All | +3,792.0% | +560.8% | +3,231.2% | +676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling