+24.4%
ALAB vs CVS
+17.5%
+6.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | +0.6% |
| 7D | -7.5% | -2.6% | -4.8% | -7.9% |
| 30D | -36.8% | +4.0% | -40.9% | -35.8% |
| 3M | -31.9% | -6.3% | -25.6% | -32.4% |
| 6M | +8.2% | -0.4% | +8.6% | +7.8% |
| YTD | +29.9% | +15.6% | +14.3% | +26.7% |
| 1Y | +24.4% | +18.3% | +6.1% | +22.3% |
| All | +24.4% | +17.5% | +6.9% | +22.3% |
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