-16.5%
ABT vs CVS
+35.9%
-52.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.7% | +4.0% | -7.6% | -3.8% |
| 30D | +2.5% | -2.4% | +4.9% | +2.6% |
| 3M | +20.2% | +2.7% | +17.5% | +20.1% |
| 6M | -2.9% | +21.9% | -24.8% | -3.2% |
| YTD | -11.9% | +24.7% | -36.7% | -12.5% |
| 1Y | -16.5% | +35.4% | -52.0% | -17.7% |
| All | -16.5% | +35.9% | -52.5% | -17.7% |
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 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