+3,942.5%
CTSH vs IBB
+566.2%
+3,376.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.9% |
| 7D | -0.6% | -1.8% | +1.2% | +0.4% |
| 30D | +13.4% | +5.1% | +8.3% | +9.2% |
| 3M | +14.4% | +10.7% | +3.7% | +6.1% |
| 6M | +27.7% | +22.9% | +4.8% | +9.6% |
| YTD | -20.6% | +26.7% | -47.3% | -33.7% |
| 1Y | -9.1% | +35.1% | -44.2% | -27.4% |
| 3Y | +3.1% | +80.2% | -77.1% | -33.2% |
| 5Y | -11.8% | +37.8% | -49.6% | -32.7% |
| 10Y | +42.7% | +161.2% | -118.5% | -33.6% |
| All | +3,942.5% | +566.2% | +3,376.4% | +696.5% |
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