+3.5%
UNH vs CTSH
-17.3%
+20.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.4% |
| 7D | -1.7% | -8.2% | +6.6% | -0.2% |
| 30D | -3.8% | +0.4% | -4.2% | -4.1% |
| 3M | -4.3% | +10.6% | -14.9% | -6.6% |
| 6M | +38.6% | -8.8% | +47.4% | +40.7% |
| YTD | +20.7% | -28.6% | +49.3% | +29.2% |
| 1Y | +16.0% | -15.9% | +31.9% | +19.2% |
| 3Y | -13.5% | -13.9% | +0.4% | -12.4% |
| 5Y | +3.5% | -17.1% | +20.6% | +3.0% |
| All | +3.5% | -17.3% | +20.8% | +3.0% |
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