+133.6%
MRK vs CTSH
-17.3%
+150.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.3% |
| 7D | -2.7% | -8.2% | +5.5% | -1.8% |
| 30D | +12.7% | +0.4% | +12.3% | +12.7% |
| 3M | +24.2% | +10.6% | +13.7% | +22.9% |
| 6M | +27.8% | -8.8% | +36.6% | +29.2% |
| YTD | +42.2% | -28.6% | +70.8% | +48.4% |
| 1Y | +80.2% | -15.9% | +96.1% | +83.3% |
| 3Y | +48.4% | -13.9% | +62.3% | +49.7% |
| 5Y | +133.6% | -17.1% | +150.7% | +135.7% |
| All | +133.6% | -17.3% | +150.8% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling