+1,504.8%
ASML vs CVS
+56.7%
+1,448.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.9% |
| 7D | -0.8% | -3.7% | +2.8% | -0.2% |
| 30D | -14.9% | -0.3% | -14.5% | -15.0% |
| 3M | -13.0% | -10.3% | -2.7% | -11.5% |
| 6M | -4.7% | -4.6% | -0.1% | -4.6% |
| YTD | +42.3% | +10.7% | +31.6% | +37.1% |
| 1Y | +49.7% | +11.2% | +38.5% | +44.0% |
| 3Y | +144.3% | +43.0% | +101.3% | +114.7% |
| 5Y | +86.4% | +8.6% | +77.7% | +78.5% |
| 10Y | +1,504.8% | +52.0% | +1,452.9% | +1,201.4% |
| All | +1,504.8% | +56.7% | +1,448.1% | +1,201.4% |
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 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