+126.7%
AMAT vs CVS
+5.4%
+121.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.9% |
| 7D | -14.7% | -7.1% | -7.6% | -14.1% |
| 30D | -36.1% | -4.0% | -32.1% | -35.9% |
| 3M | -36.9% | -12.2% | -24.6% | -36.1% |
| 6M | -22.2% | -2.2% | -20.0% | -22.3% |
| YTD | +29.9% | +8.9% | +21.0% | +27.4% |
| 1Y | +43.3% | +9.9% | +33.4% | +40.2% |
| 3Y | +142.7% | +32.1% | +110.6% | +130.3% |
| All | +126.7% | +5.4% | +121.3% | +139.4% |
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 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