+247.2%
AMAT vs CVS
+31.0%
+216.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -1.5% | +4.0% | -5.5% | -2.0% |
| 30D | -14.8% | -2.4% | -12.4% | -14.6% |
| 3M | -9.3% | +2.7% | -11.9% | -9.6% |
| 6M | +27.4% | +21.9% | +5.5% | +24.2% |
| YTD | +77.6% | +24.7% | +52.8% | +71.9% |
| 1Y | +188.9% | +35.4% | +153.5% | +176.6% |
| 3Y | +202.3% | +65.2% | +137.1% | +173.8% |
| All | +247.2% | +31.0% | +216.3% | +259.0% |
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