+197.1%
ABT vs CVS
+41.0%
+156.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.9% | -2.2% | -3.7% | -5.4% |
| 30D | -8.1% | -0.1% | -8.0% | -8.1% |
| 3M | +14.5% | -5.2% | +19.7% | +15.7% |
| 6M | -6.3% | +26.9% | -33.2% | -12.2% |
| YTD | -17.1% | +22.1% | -39.2% | -22.0% |
| 1Y | -21.4% | +30.8% | -52.2% | -27.5% |
| 3Y | +5.9% | +54.4% | -48.5% | -9.6% |
| 5Y | -12.8% | +33.4% | -46.1% | -22.6% |
| All | +197.1% | +41.0% | +156.1% | +141.6% |
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 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