+537.3%
ISRG vs CTSH
+39.6%
+497.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.4% |
| 7D | +2.1% | +1.8% | +0.3% | +1.2% |
| 30D | +6.2% | +9.8% | -3.6% | +0.7% |
| 3M | +14.4% | +12.1% | +2.3% | +6.5% |
| 6M | 0.0% | +27.4% | -27.4% | -14.8% |
| YTD | -20.5% | -20.3% | -0.3% | -13.6% |
| 1Y | -21.9% | -8.8% | -13.1% | -21.4% |
| 3Y | +62.2% | +4.0% | +58.1% | +47.8% |
| 5Y | +25.2% | -12.2% | +37.4% | +24.1% |
| 10Y | +537.3% | +38.7% | +498.6% | +417.1% |
| All | +537.3% | +39.6% | +497.7% | +417.1% |
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