+40.7%
ABBV vs CVS
+5.1%
+35.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.5% | +15.6% | +4.3% |
| 7D | +3.1% | -11.1% | +14.2% | +4.1% |
| 30D | +11.6% | -7.4% | +19.1% | +12.0% |
| 3M | +21.7% | -22.9% | +44.5% | +25.2% |
| 6M | +43.5% | -1.2% | +44.7% | +44.2% |
| YTD | +32.9% | +3.9% | +29.0% | +32.1% |
| 1Y | +40.7% | +5.6% | +35.1% | +39.9% |
| All | +40.7% | +5.1% | +35.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling