-7.4%
ABT vs CVS
+12.2%
-19.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | +6.6% | -7.8% | -2.0% |
| 30D | +6.0% | -0.4% | +6.5% | +5.8% |
| 3M | -1.9% | -5.3% | +3.4% | -1.5% |
| 6M | +31.2% | -7.7% | +38.9% | +32.0% |
| YTD | -11.2% | +16.0% | -27.3% | -14.0% |
| 1Y | -14.0% | +16.2% | -30.2% | -16.7% |
| 3Y | +20.7% | +47.6% | -26.9% | +10.1% |
| All | -7.4% | +12.2% | -19.6% | -6.2% |
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