+73.7%
AMAT vs CVS
+18.3%
+55.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.0% |
| 7D | +7.0% | +12.0% | -5.0% | +6.7% |
| 30D | -20.6% | +2.8% | -23.4% | -20.6% |
| 3M | -24.8% | -3.6% | -21.2% | -24.8% |
| 6M | -10.7% | -1.6% | -9.1% | -10.3% |
| YTD | +54.3% | +16.3% | +38.0% | +49.7% |
| 1Y | +73.7% | +15.5% | +58.2% | +69.2% |
| All | +73.7% | +18.3% | +55.4% | +69.2% |
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 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