+14.1%
QCOM vs CTSH
-16.1%
+30.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +4.3% | -2.1% | +6.4% | +5.0% |
| 30D | -0.1% | +1.4% | -1.5% | -1.7% |
| 3M | +5.2% | +7.5% | -2.2% | +0.3% |
| 6M | -18.4% | +39.6% | -57.9% | -33.2% |
| YTD | +2.4% | -22.3% | +24.7% | +17.6% |
| 1Y | +0.9% | -12.0% | +12.8% | +6.5% |
| 3Y | +48.4% | +1.8% | +46.6% | +38.4% |
| All | +14.1% | -16.1% | +30.3% | +25.7% |
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