+31,981.4%
CTSH vs SYK
+3,571.3%
+28,410.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -8.2% | -11.8% | +3.6% | -2.4% |
| 30D | +0.4% | -20.4% | +20.8% | +12.3% |
| 3M | +10.6% | -12.1% | +22.6% | +17.0% |
| 6M | -8.8% | -24.3% | +15.5% | +3.4% |
| YTD | -28.6% | -21.2% | -7.4% | -20.8% |
| 1Y | -15.9% | -29.2% | +13.3% | -1.8% |
| 3Y | -13.9% | -2.1% | -11.8% | -16.1% |
| 5Y | -17.1% | +4.7% | -21.8% | -23.2% |
| 10Y | +21.0% | +178.2% | -157.2% | -33.4% |
| All | +31,981.4% | +3,571.3% | +28,410.2% | +5,750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling