+49.9%
MRK vs CTSH
-11.7%
+61.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.8% |
| 7D | -0.9% | -5.5% | +4.5% | -0.3% |
| 30D | +15.5% | +4.5% | +11.0% | +14.9% |
| 3M | +25.1% | +13.7% | +11.4% | +23.7% |
| 6M | +30.1% | -8.4% | +38.5% | +32.2% |
| YTD | +43.1% | -26.5% | +69.6% | +51.0% |
| 1Y | +82.5% | -13.9% | +96.4% | +86.1% |
| All | +49.9% | -11.7% | +61.6% | +52.0% |
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 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