+75.5%
ASML vs CVS
+5.4%
+70.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +4.7% |
| 7D | -9.0% | -7.1% | -1.9% | -8.4% |
| 30D | -21.0% | -4.0% | -17.0% | -20.7% |
| 3M | -16.3% | -12.2% | -4.1% | -15.5% |
| 6M | -7.5% | -2.2% | -5.4% | -7.8% |
| YTD | +34.0% | +8.9% | +25.1% | +31.6% |
| 1Y | +39.3% | +9.9% | +29.4% | +36.6% |
| 3Y | +128.9% | +32.1% | +96.8% | +119.3% |
| All | +75.5% | +5.4% | +70.0% | +88.3% |
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