+19,500.8%
GILD vs CTSH
+32,973.7%
-13,472.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 6M | -0.4% | -2.6% | +2.3% | -0.9% |
| YTD | +18.5% | -26.4% | +44.9% | +25.5% |
| 1Y | +25.1% | -13.0% | +38.2% | +26.9% |
| 3Y | +105.9% | -11.2% | +117.1% | +106.5% |
| 5Y | +143.0% | -14.3% | +157.3% | +141.4% |
| 10Y | +162.4% | +24.8% | +137.6% | +128.2% |
| All | +19,500.8% | +32,973.7% | -13,472.8% | +3,661.7% |
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