+4,083.0%
LLY vs CTSH
+35,575.5%
-31,492.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | +13.9% | +13.4% | +0.5% | +12.0% |
| 3M | +13.8% | +14.4% | -0.7% | +11.6% |
| 6M | +37.6% | +27.7% | +9.9% | +32.4% |
| YTD | +26.6% | -20.6% | +47.2% | +29.0% |
| 1Y | +45.3% | -9.1% | +54.5% | +45.5% |
| 3Y | +132.2% | +3.1% | +129.1% | +128.0% |
| 5Y | +434.7% | -11.8% | +446.4% | +430.6% |
| 10Y | +2,084.3% | +42.7% | +2,041.6% | +1,915.2% |
| All | +4,083.0% | +35,575.5% | -31,492.4% | +2,168.1% |
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