+1,351.1%
ABBV vs CVS
+165.9%
+1,185.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.2% | +10.4% | -8.2% | -0.9% |
| 30D | +8.0% | +3.3% | +4.7% | +6.3% |
| 3M | +19.1% | -4.5% | +23.6% | +20.0% |
| 6M | +43.5% | -4.4% | +47.9% | +44.3% |
| YTD | +32.7% | +16.6% | +16.1% | +24.0% |
| 1Y | +30.0% | +15.3% | +14.7% | +21.8% |
| 3Y | +134.7% | +48.6% | +86.2% | +93.8% |
| 5Y | +200.7% | +12.9% | +187.8% | +172.7% |
| 10Y | +601.3% | +63.2% | +538.1% | +416.1% |
| All | +1,351.1% | +165.9% | +1,185.2% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling