+167.6%
AMAT vs CVS
+14.2%
+153.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.0% |
| 7D | +7.0% | +12.0% | -5.0% | +5.7% |
| 30D | -20.6% | +2.8% | -23.4% | -20.9% |
| 3M | -24.8% | -3.6% | -21.2% | -24.7% |
| 6M | -10.7% | -1.6% | -9.1% | -10.9% |
| YTD | +54.3% | +16.3% | +38.0% | +50.2% |
| 1Y | +73.7% | +15.5% | +58.2% | +69.2% |
| 3Y | +168.4% | +48.1% | +120.3% | +148.6% |
| 5Y | +167.6% | +12.3% | +155.2% | +179.5% |
| All | +167.6% | +14.2% | +153.4% | +179.5% |
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