+31,981.5%
CTSH vs TEVA
+996.0%
+30,985.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -8.2% | -1.7% | -6.5% | -7.8% |
| 30D | +0.4% | +2.0% | -1.6% | -0.2% |
| 3M | +10.6% | +7.0% | +3.6% | +8.5% |
| 6M | -8.8% | +17.0% | -25.8% | -13.0% |
| YTD | -28.6% | +18.1% | -46.7% | -32.2% |
| 1Y | -15.9% | +87.2% | -103.2% | -29.6% |
| 3Y | -13.9% | +283.1% | -296.9% | -43.4% |
| 5Y | -17.1% | +298.4% | -315.5% | -48.4% |
| 10Y | +21.0% | -23.4% | +44.4% | +7.1% |
| All | +31,981.5% | +996.0% | +30,985.4% | +8,673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling