-16.8%
CTSH vs SYK
+3.4%
-20.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.1% |
| 7D | -9.8% | -12.3% | +2.6% | -4.3% |
| 30D | +0.1% | -22.4% | +22.6% | +12.2% |
| 3M | +13.2% | -12.3% | +25.6% | +19.4% |
| 6M | -6.2% | -24.3% | +18.1% | +5.7% |
| YTD | -28.5% | -22.8% | -5.7% | -20.4% |
| 1Y | -13.8% | -28.8% | +15.0% | -0.3% |
| 3Y | -13.7% | -4.0% | -9.7% | -15.8% |
| All | -16.8% | +3.4% | -20.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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