+122.9%
PFE vs CTSH
+34,247.0%
-34,124.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.7% |
| 7D | +1.8% | -2.7% | +4.5% | +2.1% |
| 30D | +10.2% | +12.4% | -2.1% | +8.4% |
| 3M | +12.7% | +17.4% | -4.7% | +9.7% |
| 6M | +10.5% | -3.1% | +13.6% | +10.3% |
| YTD | +20.2% | -23.6% | +43.7% | +23.8% |
| 1Y | +24.1% | -10.8% | +34.9% | +25.0% |
| 3Y | -3.6% | -8.3% | +4.7% | -3.6% |
| 5Y | -20.9% | -11.3% | -9.5% | -21.3% |
| 10Y | +35.8% | +22.6% | +13.2% | +27.2% |
| All | +122.9% | +34,247.0% | -34,124.1% | +9.5% |
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