+955.3%
XBI vs CTSH
+468.4%
+487.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.0% |
| 7D | +0.9% | -2.7% | +3.6% | +1.9% |
| 30D | +7.1% | +12.4% | -5.3% | +2.3% |
| 3M | +22.9% | +17.4% | +5.5% | +13.5% |
| 6M | +29.7% | -3.1% | +32.8% | +28.1% |
| YTD | +34.5% | -23.6% | +58.0% | +44.6% |
| 1Y | +76.1% | -10.8% | +86.9% | +77.4% |
| 3Y | +103.2% | -8.3% | +111.5% | +101.1% |
| 5Y | +22.8% | -11.3% | +34.2% | +22.0% |
| 10Y | +176.3% | +22.6% | +153.7% | +133.9% |
| All | +955.3% | +468.4% | +487.0% | +361.6% |
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