-61.5%
ADBE vs CVS
+31.0%
-92.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -8.9% | -1.9% | -7.0% | -8.8% |
| 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% | -11.8% |
| YTD | -27.2% | +23.0% | -50.2% | -28.9% |
| 1Y | -28.0% | +37.2% | -65.2% | -30.8% |
| 3Y | -54.5% | +62.4% | -117.0% | -58.4% |
| 5Y | -61.5% | +31.8% | -93.3% | -62.2% |
| All | -61.5% | +31.0% | -92.5% | -62.2% |
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