+8,908.1%
QCOM vs CTSH
+35,575.5%
-26,667.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.3% | +6.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -6.6% | +13.4% | -20.0% | -10.5% |
| 3M | +3.7% | +14.4% | -10.7% | -1.3% |
| 6M | -13.3% | +27.7% | -41.0% | -21.7% |
| YTD | -1.8% | -20.6% | +18.8% | +1.3% |
| 1Y | -2.5% | -9.1% | +6.6% | -3.4% |
| 3Y | +47.0% | +3.1% | +43.9% | +40.2% |
| 5Y | +13.1% | -11.8% | +24.9% | +13.0% |
| 10Y | +224.7% | +42.7% | +182.0% | +183.4% |
| All | +8,908.1% | +35,575.5% | -26,667.4% | +1,917.8% |
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