+108.6%
ASML vs CVS
+31.0%
+77.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.2% |
| 7D | +1.1% | +4.0% | -2.9% | +0.7% |
| 30D | +2.2% | -2.4% | +4.6% | +2.4% |
| 3M | -2.3% | +2.7% | -5.0% | -2.8% |
| 6M | +23.0% | +21.9% | +1.1% | +20.0% |
| YTD | +61.1% | +24.7% | +36.3% | +56.4% |
| 1Y | +129.1% | +35.4% | +93.7% | +120.1% |
| 3Y | +165.4% | +65.2% | +100.2% | +143.5% |
| All | +108.6% | +31.0% | +77.6% | +115.2% |
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