+23.9%
ISRG vs CTSH
-11.9%
+35.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.3% |
| 7D | +4.8% | -0.6% | +5.4% | +5.1% |
| 30D | +9.2% | +13.4% | -4.2% | +3.3% |
| 3M | +21.2% | +14.4% | +6.7% | +13.4% |
| 6M | +0.2% | +27.7% | -27.5% | -12.0% |
| YTD | -20.1% | -20.6% | +0.6% | -12.0% |
| 1Y | -17.3% | -9.1% | -8.2% | -15.4% |
| 3Y | +63.3% | +3.1% | +60.2% | +52.1% |
| All | +23.9% | -11.9% | +35.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling