+193.4%
JNJ vs CTSH
+21.4%
+172.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.3% | -9.8% | +5.4% | -2.4% |
| 30D | +3.0% | +0.1% | +2.9% | +2.9% |
| 3M | +12.2% | +13.2% | -1.0% | +9.0% |
| 6M | +10.5% | -6.2% | +16.7% | +11.0% |
| YTD | +30.8% | -28.5% | +59.2% | +38.6% |
| 1Y | +54.9% | -13.8% | +68.7% | +56.9% |
| 3Y | +80.7% | -13.7% | +94.4% | +80.8% |
| 5Y | +83.4% | -16.7% | +100.1% | +81.6% |
| All | +193.4% | +21.4% | +172.0% | +160.4% |
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