+552.7%
MRK vs CTSH
+34,632.9%
-34,080.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 6M | +32.0% | +38.8% | -6.9% | +26.2% |
| YTD | +43.3% | -22.7% | +66.0% | +46.0% |
| 1Y | +63.7% | -12.4% | +76.1% | +64.4% |
| 3Y | +58.0% | +1.3% | +56.7% | +55.4% |
| 5Y | +105.0% | -16.3% | +121.2% | +104.1% |
| 10Y | +228.6% | +34.1% | +194.5% | +206.7% |
| All | +552.7% | +34,632.9% | -34,080.2% | +337.5% |
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