+17,983.8%
ISRG vs CTSH
+3,623.2%
+14,360.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -2.3% | +12.4% | -14.6% | -6.4% |
| 3M | -12.4% | +17.4% | -29.8% | -18.5% |
| 6M | -26.8% | -3.1% | -23.8% | -27.4% |
| YTD | -35.3% | -23.6% | -11.7% | -30.3% |
| 1Y | -19.3% | -10.8% | -8.5% | -18.1% |
| 3Y | +18.1% | -8.3% | +26.4% | +17.8% |
| 5Y | +2.6% | -11.3% | +14.0% | +2.9% |
| 10Y | +379.4% | +22.6% | +356.8% | +321.2% |
| All | +17,983.8% | +3,623.2% | +14,360.6% | +4,771.5% |
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