-54.9%
ADBE vs CVS
+62.1%
-117.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -8.9% | -1.9% | -7.0% | -8.9% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | +7.1% | -1.1% | +8.3% | +7.1% |
| 6M | -9.8% | +23.7% | -33.5% | -10.0% |
| YTD | -27.2% | +23.0% | -50.2% | -27.4% |
| 1Y | -28.0% | +37.2% | -65.2% | -28.5% |
| All | -54.9% | +62.1% | -117.0% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling