+1,545.2%
LLY vs CTSH
+18.8%
+1,526.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.4% |
| 7D | -3.1% | -5.5% | +2.4% | -1.9% |
| 30D | -5.1% | +4.5% | -9.6% | -6.0% |
| 3M | -2.1% | +13.7% | -15.8% | -5.3% |
| 6M | +13.8% | -8.4% | +22.2% | +15.2% |
| YTD | +5.1% | -26.5% | +31.6% | +11.9% |
| 1Y | +53.1% | -13.9% | +67.1% | +56.5% |
| 3Y | +95.6% | -11.3% | +107.0% | +97.3% |
| 5Y | +361.5% | -14.8% | +376.4% | +363.1% |
| 10Y | +1,545.2% | +22.5% | +1,522.6% | +1,366.0% |
| All | +1,545.2% | +18.8% | +1,526.4% | +1,366.0% |
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