+25.5%
ISRG vs CTSH
-16.1%
+41.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.2% |
| 30D | +5.6% | +1.4% | +4.2% | +4.5% |
| 3M | +10.5% | +7.5% | +3.1% | +6.1% |
| 6M | +2.6% | +39.6% | -36.9% | -14.0% |
| YTD | -21.7% | -22.3% | +0.6% | -13.1% |
| 1Y | -21.6% | -12.0% | -9.6% | -18.7% |
| 3Y | +57.0% | +1.8% | +55.2% | +46.6% |
| All | +25.5% | -16.1% | +41.6% | +33.2% |
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