+224.4%
MRK vs CTSH
+24.9%
+199.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.1% |
| 7D | -4.3% | -3.7% | -0.6% | -3.5% |
| 30D | +8.3% | +3.7% | +4.6% | +7.5% |
| 3M | +20.0% | +17.9% | +2.1% | +15.6% |
| 6M | +25.7% | -2.6% | +28.3% | +25.5% |
| YTD | +38.7% | -26.4% | +65.1% | +46.8% |
| 1Y | +74.7% | -13.0% | +87.7% | +77.5% |
| 3Y | +45.4% | -11.2% | +56.6% | +45.4% |
| 5Y | +129.0% | -14.3% | +143.3% | +126.3% |
| All | +224.4% | +24.9% | +199.5% | +188.1% |
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 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