+1,412.6%
JNJ vs CTSH
+35,729.8%
-34,317.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | +5.5% | +1.8% | +3.7% | +5.3% |
| 30D | +7.4% | +9.8% | -2.4% | +6.4% |
| 3M | +7.8% | +12.1% | -4.4% | +6.4% |
| 6M | +28.2% | +27.4% | +0.8% | +24.6% |
| YTD | +37.9% | -20.3% | +58.1% | +39.6% |
| 1Y | +52.4% | -8.8% | +61.2% | +52.3% |
| 3Y | +107.7% | +4.0% | +103.6% | +104.1% |
| 5Y | +96.5% | -12.2% | +108.7% | +94.9% |
| 10Y | +208.3% | +38.7% | +169.6% | +190.7% |
| All | +1,412.6% | +35,729.8% | -34,317.2% | +850.4% |
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