+117.0%
AAPL vs CVS
+31.2%
+85.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.0% | -1.9% | -1.1% | -2.7% |
| 30D | +2.3% | -0.3% | +2.6% | +2.3% |
| 3M | +8.6% | -1.1% | +9.7% | +8.6% |
| 6M | +21.6% | +23.7% | -2.1% | +17.5% |
| YTD | +16.3% | +23.0% | -6.7% | +12.1% |
| 1Y | +35.1% | +37.2% | -2.1% | +27.4% |
| 3Y | +79.4% | +62.4% | +16.9% | +59.2% |
| All | +117.0% | +31.2% | +85.8% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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