+365.7%
ALAB vs CVS
+36.2%
+329.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -7.0% |
| 7D | +3.2% | -1.6% | +4.8% | +3.1% |
| 30D | -13.6% | +0.4% | -13.9% | -13.5% |
| 3M | -16.6% | -0.4% | -16.2% | -16.7% |
| 6M | +142.3% | +25.1% | +117.2% | +141.2% |
| YTD | +73.6% | +23.9% | +49.7% | +72.4% |
| 1Y | +33.7% | +41.1% | -7.4% | +32.0% |
| All | +365.7% | +36.2% | +329.5% | +371.2% |
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