+552.7%
MRK vs CTSH
+34,813.6%
-34,260.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.7% | -2.1% | +2.8% | +0.9% |
| 30D | +0.3% | +1.4% | -1.1% | 0.0% |
| 3M | +9.7% | +7.5% | +2.2% | +8.5% |
| 6M | +32.0% | +39.6% | -7.6% | +26.1% |
| YTD | +43.3% | -22.3% | +65.6% | +46.0% |
| 1Y | +63.7% | -12.0% | +75.6% | +64.3% |
| 3Y | +58.0% | +1.8% | +56.2% | +55.3% |
| 5Y | +105.0% | -15.8% | +120.8% | +104.0% |
| 10Y | +228.6% | +34.8% | +193.8% | +206.5% |
| All | +552.7% | +34,813.6% | -34,260.9% | +337.2% |
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