+159.7%
GILD vs CTSH
+24.9%
+134.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.4% |
| 7D | -4.8% | -3.7% | -1.1% | -4.0% |
| 30D | +5.8% | +3.7% | +2.1% | +4.8% |
| 3M | +14.9% | +17.9% | -3.0% | +10.1% |
| 6M | -0.4% | -2.6% | +2.3% | -0.7% |
| YTD | +18.5% | -26.4% | +44.9% | +25.6% |
| 1Y | +25.1% | -13.0% | +38.2% | +27.0% |
| 3Y | +105.9% | -11.2% | +117.1% | +106.8% |
| 5Y | +143.0% | -14.3% | +157.3% | +142.3% |
| All | +159.7% | +24.9% | +134.8% | +151.8% |
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