+3,450.8%
LLY vs CTSH
+34,247.0%
-30,796.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | -2.1% | -2.7% | +0.6% | -1.8% |
| 30D | -1.6% | +12.4% | -14.0% | -3.1% |
| 3M | +2.3% | +17.4% | -15.1% | -0.1% |
| 6M | +14.9% | -3.1% | +18.0% | +14.6% |
| YTD | +7.5% | -23.6% | +31.0% | +10.3% |
| 1Y | +55.7% | -10.8% | +66.5% | +56.5% |
| 3Y | +110.6% | -8.3% | +118.9% | +110.3% |
| 5Y | +363.4% | -11.3% | +374.7% | +360.7% |
| 10Y | +1,649.0% | +22.6% | +1,626.4% | +1,543.0% |
| All | +3,450.8% | +34,247.0% | -30,796.2% | +1,839.2% |
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