+110.2%
LLY vs CTSH
-8.2%
+118.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.8% |
| 30D | -1.6% | +12.4% | -14.0% | -3.4% |
| 3M | +2.3% | +17.4% | -15.1% | -0.5% |
| 6M | +14.9% | -3.1% | +18.0% | +16.4% |
| YTD | +7.5% | -23.6% | +31.0% | +16.0% |
| 1Y | +55.7% | -10.8% | +66.5% | +61.1% |
| All | +110.2% | -8.2% | +118.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling