+22,327.1%
ADBE vs CVS
+1,935.3%
+20,391.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.6% |
| 7D | -8.6% | +4.0% | -12.5% | -9.6% |
| 30D | +2.8% | -2.4% | +5.2% | +3.4% |
| 3M | +3.1% | +2.7% | +0.5% | +2.0% |
| 6M | -2.4% | +21.9% | -24.3% | -8.8% |
| YTD | -23.9% | +24.7% | -48.6% | -29.7% |
| 1Y | -22.6% | +35.4% | -58.0% | -30.5% |
| 3Y | -52.7% | +65.2% | -117.9% | -61.4% |
| 5Y | -60.0% | +30.5% | -90.6% | -65.5% |
| 10Y | +157.3% | +40.4% | +117.0% | +107.2% |
| All | +22,327.1% | +1,935.3% | +20,391.8% | +5,999.2% |
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 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