+80.0%
JNJ vs CTSH
-14.2%
+94.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.8% |
| 7D | -0.8% | -5.5% | +4.7% | -0.2% |
| 30D | +4.3% | +4.5% | -0.2% | +3.9% |
| 3M | +16.5% | +13.7% | +2.8% | +14.7% |
| 6M | +13.1% | -8.4% | +21.5% | +13.7% |
| YTD | +32.1% | -26.5% | +58.6% | +36.0% |
| 1Y | +54.5% | -13.9% | +68.4% | +55.6% |
| 3Y | +82.5% | -11.3% | +93.9% | +81.9% |
| 5Y | +80.0% | -14.8% | +94.9% | +77.2% |
| All | +80.0% | -14.2% | +94.2% | +77.2% |
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