+210.9%
DHR vs CTSH
+21.1%
+189.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.9% |
| 7D | -2.4% | -8.2% | +5.8% | +0.6% |
| 30D | -2.2% | +0.4% | -2.6% | -2.4% |
| 3M | +9.0% | +10.6% | -1.6% | +3.8% |
| 6M | +3.5% | -8.8% | +12.3% | +5.8% |
| YTD | -10.1% | -28.6% | +18.5% | +0.3% |
| 1Y | +6.2% | -15.9% | +22.1% | +10.8% |
| 3Y | -5.4% | -13.9% | +8.5% | -3.1% |
| 5Y | -27.9% | -17.1% | -10.8% | -26.5% |
| All | +210.9% | +21.1% | +189.8% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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