+6,616.3%
ABT vs CVS
+1,802.6%
+4,813.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -5.6% | +10.4% | -16.0% | -7.7% |
| 30D | +5.2% | +3.3% | +1.9% | +3.9% |
| 3M | -2.7% | -4.5% | +1.8% | -2.3% |
| 6M | +28.8% | -4.4% | +33.2% | +29.1% |
| YTD | -12.3% | +16.6% | -28.9% | -16.8% |
| 1Y | -14.7% | +15.3% | -30.0% | -18.9% |
| 3Y | +21.6% | +48.6% | -27.0% | +5.7% |
| 5Y | -7.8% | +12.9% | -20.6% | -14.9% |
| 10Y | +222.5% | +63.2% | +159.3% | +164.6% |
| All | +6,616.3% | +1,802.6% | +4,813.7% | +2,550.5% |
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