+105.7%
MRK vs CTSH
-16.6%
+122.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.7% |
| 7D | +0.7% | -2.6% | +3.3% | +1.0% |
| 30D | +0.3% | +0.9% | -0.6% | 0.0% |
| 3M | +9.7% | +6.9% | +2.8% | +8.6% |
| 6M | +32.0% | +38.8% | -6.9% | +26.8% |
| YTD | +43.3% | -22.7% | +66.0% | +47.8% |
| 1Y | +63.7% | -12.4% | +76.1% | +65.7% |
| 3Y | +58.0% | +1.3% | +56.7% | +56.3% |
| All | +105.7% | -16.6% | +122.3% | +106.8% |
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