+40.1%
ALAB vs CVS
+37.5%
+2.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +3.9% |
| 7D | +9.6% | -1.9% | +11.5% | +9.2% |
| 30D | -5.3% | -0.3% | -5.0% | -5.2% |
| 3M | -12.0% | -1.1% | -10.9% | -12.3% |
| 6M | +145.7% | +23.7% | +122.0% | +148.0% |
| YTD | +80.7% | +23.0% | +57.7% | +79.7% |
| 1Y | +40.1% | +37.2% | +3.0% | +36.4% |
| All | +40.1% | +37.5% | +2.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling