+384.5%
ALAB vs CVS
+35.2%
+349.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.0% |
| 7D | +9.6% | -1.9% | +11.5% | +9.6% |
| 30D | -5.3% | -0.3% | -5.0% | -5.2% |
| 3M | -12.0% | -1.1% | -10.9% | -12.2% |
| 6M | +145.7% | +23.7% | +122.0% | +144.5% |
| YTD | +80.7% | +23.0% | +57.7% | +79.4% |
| 1Y | +40.1% | +37.2% | +3.0% | +38.4% |
| All | +384.5% | +35.2% | +349.3% | +390.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling