-9.4%
ABT vs CVS
+31.0%
-40.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.7% | -1.9% | -2.8% | -4.5% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +16.1% | -1.1% | +17.3% | +16.2% |
| 6M | -5.3% | +23.7% | -29.0% | -8.5% |
| YTD | -14.4% | +23.0% | -37.4% | -17.5% |
| 1Y | -18.4% | +37.2% | -55.6% | -22.9% |
| 3Y | +11.2% | +62.4% | -51.2% | -0.5% |
| 5Y | -9.4% | +31.8% | -41.2% | -12.7% |
| All | -9.4% | +31.0% | -40.4% | -12.7% |
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