+560.1%
MRK vs CTSH
+34,247.0%
-33,686.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.9% |
| 7D | +1.3% | -2.7% | +4.0% | +1.6% |
| 30D | +17.1% | +12.4% | +4.8% | +15.6% |
| 3M | +25.9% | +17.4% | +8.5% | +23.2% |
| 6M | +26.8% | -3.1% | +29.9% | +26.6% |
| YTD | +44.9% | -23.6% | +68.5% | +48.3% |
| 1Y | +84.8% | -10.8% | +95.7% | +85.7% |
| 3Y | +50.1% | -8.3% | +58.4% | +49.7% |
| 5Y | +127.4% | -11.3% | +138.7% | +125.6% |
| 10Y | +240.0% | +22.6% | +217.3% | +220.5% |
| All | +560.1% | +34,247.0% | -33,686.9% | +344.2% |
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