+45.2%
ASML vs CVS
+16.1%
+29.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | +10.4% | +10.4% | 0.0% | +10.1% |
| 30D | -12.7% | +3.3% | -16.0% | -12.7% |
| 3M | -17.2% | -4.5% | -12.7% | -17.2% |
| 6M | -1.3% | -4.4% | +3.1% | -1.6% |
| YTD | +40.8% | +16.6% | +24.2% | +36.7% |
| 1Y | +45.2% | +15.3% | +29.9% | +41.0% |
| All | +45.2% | +16.1% | +29.1% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling