+1,557.1%
ASML vs CVS
+63.8%
+1,493.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.9% | +6.6% | -1.6% | +3.6% |
| 30D | -9.3% | -0.4% | -8.8% | -9.4% |
| 3M | -19.0% | -5.3% | -13.7% | -18.5% |
| 6M | -5.2% | -7.7% | +2.5% | -4.4% |
| YTD | +40.6% | +16.0% | +24.6% | +34.2% |
| 1Y | +47.5% | +16.2% | +31.3% | +40.6% |
| 3Y | +133.9% | +47.6% | +86.3% | +104.6% |
| 5Y | +83.8% | +12.3% | +71.5% | +75.1% |
| All | +1,557.1% | +63.8% | +1,493.3% | +1,235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling