+181.0%
ABBV vs CVS
+31.0%
+150.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -4.1% | -1.9% | -2.2% | -3.8% |
| 30D | +1.2% | -0.3% | +1.5% | +1.2% |
| 3M | +12.1% | -1.1% | +13.2% | +12.3% |
| 6M | +12.0% | +23.7% | -11.7% | +7.3% |
| YTD | +12.4% | +23.0% | -10.6% | +7.3% |
| 1Y | +22.9% | +37.2% | -14.2% | +14.5% |
| 3Y | +86.8% | +62.4% | +24.3% | +62.7% |
| 5Y | +181.0% | +31.8% | +149.2% | +156.7% |
| All | +181.0% | +31.0% | +150.0% | +156.7% |
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