+18.7%
CTSH vs VEEV
+552.6%
-533.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | -8.2% | -1.5% | -7.6% |
| 30D | +0.1% | +10.3% | -10.2% | -2.8% |
| 3M | +13.2% | +59.4% | -46.1% | -0.5% |
| 6M | -6.2% | +37.6% | -43.8% | -14.5% |
| YTD | -28.5% | +16.9% | -45.4% | -32.1% |
| 1Y | -13.8% | -5.0% | -8.8% | -14.2% |
| 3Y | -13.7% | +18.5% | -32.2% | -20.7% |
| 5Y | -16.7% | -13.8% | -2.9% | -19.4% |
| All | +18.7% | +552.6% | -533.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEEV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling