+30.8%
ABBV vs CVS
+16.2%
+14.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +1.3% | +6.6% | -5.3% | +0.7% |
| 30D | +4.7% | -0.4% | +5.2% | +4.6% |
| 3M | +18.3% | -5.3% | +23.6% | +18.8% |
| 6M | +43.4% | -7.7% | +51.1% | +44.4% |
| YTD | +33.0% | +16.0% | +16.9% | +31.7% |
| 1Y | +30.8% | +16.2% | +14.6% | +29.6% |
| All | +30.8% | +16.2% | +14.6% | +29.6% |
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