+5,657.4%
DHR vs CTSH
+34,247.0%
-28,589.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.9% |
| 7D | -3.9% | -2.7% | -1.2% | -3.3% |
| 30D | +4.0% | +12.4% | -8.4% | +1.5% |
| 3M | +11.5% | +17.4% | -5.9% | +7.2% |
| 6M | +1.9% | -3.1% | +4.9% | +1.7% |
| YTD | -8.9% | -23.6% | +14.7% | -4.8% |
| 1Y | +5.1% | -10.8% | +15.9% | +6.3% |
| 3Y | -10.3% | -8.3% | -2.0% | -10.0% |
| 5Y | -27.8% | -11.3% | -16.5% | -27.6% |
| 10Y | +203.6% | +22.6% | +181.0% | +180.6% |
| All | +5,657.4% | +34,247.0% | -28,589.6% | +2,585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling