+19.9%
XBI vs CTSH
-14.7%
+34.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.4% |
| 7D | -4.6% | -3.7% | -0.9% | -3.4% |
| 30D | -2.0% | +3.7% | -5.7% | -3.4% |
| 3M | +17.8% | +17.9% | -0.1% | +9.7% |
| 6M | +23.7% | -2.6% | +26.4% | +24.9% |
| YTD | +28.2% | -26.4% | +54.6% | +46.9% |
| 1Y | +64.0% | -13.0% | +77.0% | +71.0% |
| 3Y | +99.4% | -11.2% | +110.6% | +102.0% |
| All | +19.9% | -14.7% | +34.7% | +25.5% |
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 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