+263,909.3%
AMZN vs CVS
+1,239.4%
+262,669.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.0% | +4.0% | -6.9% | -4.1% |
| 30D | -5.2% | -2.4% | -2.8% | -4.6% |
| 3M | +1.9% | +2.7% | -0.8% | +0.6% |
| 6M | +19.2% | +21.9% | -2.6% | +11.4% |
| YTD | +12.0% | +24.7% | -12.8% | +3.0% |
| 1Y | +9.7% | +35.4% | -25.8% | -2.0% |
| 3Y | +87.2% | +65.2% | +22.0% | +49.9% |
| 5Y | +48.7% | +30.5% | +18.1% | +27.6% |
| 10Y | +569.3% | +40.4% | +529.0% | +425.9% |
| All | +263,909.3% | +1,239.4% | +262,669.9% | +42,308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling