+1,382.7%
JNJ vs CTSH
+34,247.0%
-32,864.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.8% |
| 7D | +2.7% | -2.7% | +5.4% | +2.9% |
| 30D | +7.4% | +12.4% | -5.0% | +6.2% |
| 3M | +21.2% | +17.4% | +3.9% | +19.1% |
| 6M | +13.4% | -3.1% | +16.5% | +13.2% |
| YTD | +35.1% | -23.6% | +58.7% | +37.7% |
| 1Y | +57.4% | -10.8% | +68.3% | +57.9% |
| 3Y | +86.8% | -8.3% | +95.1% | +86.1% |
| 5Y | +80.8% | -11.3% | +92.1% | +79.5% |
| 10Y | +202.7% | +22.6% | +180.1% | +188.6% |
| All | +1,382.7% | +34,247.0% | -32,864.3% | +837.2% |
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 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