+1,427.4%
JNJ vs CTSH
+35,040.8%
-33,613.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +4.1% | -4.2% | +8.3% | +4.5% |
| 30D | +14.0% | +3.9% | +10.1% | +13.5% |
| 3M | +9.2% | +10.2% | -1.0% | +8.0% |
| 6M | +27.8% | +35.3% | -7.5% | +23.5% |
| YTD | +39.2% | -21.8% | +61.0% | +41.2% |
| 1Y | +49.1% | -12.1% | +61.3% | +49.6% |
| 3Y | +109.7% | +2.0% | +107.6% | +106.5% |
| 5Y | +97.6% | -15.3% | +112.9% | +96.6% |
| 10Y | +214.1% | +35.7% | +178.4% | +196.8% |
| All | +1,427.4% | +35,040.8% | -33,613.4% | +861.4% |
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 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