+22.2%
CTSH vs TEVA
-22.9%
+45.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +2.6% |
| 7D | -3.7% | +2.0% | -5.7% | -4.0% |
| 30D | +3.7% | +1.0% | +2.7% | +3.5% |
| 3M | +17.9% | +7.3% | +10.6% | +16.5% |
| 6M | -2.6% | +21.7% | -24.4% | -6.0% |
| YTD | -26.4% | +18.8% | -45.2% | -28.8% |
| 1Y | -13.0% | +86.5% | -99.5% | -21.9% |
| 3Y | -11.2% | +269.4% | -280.6% | -30.6% |
| 5Y | -14.3% | +303.6% | -317.9% | -35.5% |
| All | +22.2% | -22.9% | +45.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling