+499.9%
ABBV vs CVS
+42.0%
+457.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | +2.0% | +1.9% | 0.0% | +1.3% |
| 3M | +14.2% | -2.2% | +16.3% | +14.7% |
| 6M | +14.1% | +26.7% | -12.7% | +6.1% |
| YTD | +14.2% | +22.9% | -8.6% | +6.5% |
| 1Y | +24.2% | +32.9% | -8.7% | +12.8% |
| 3Y | +89.8% | +62.3% | +27.5% | +55.8% |
| 5Y | +187.2% | +34.2% | +152.9% | +149.6% |
| All | +499.9% | +42.0% | +457.9% | +384.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling