+97,349.8%
ASML vs CVS
+2,292.7%
+95,057.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +1.1% | +4.0% | -2.9% | -0.3% |
| 30D | +2.2% | -2.4% | +4.6% | +2.8% |
| 3M | -2.3% | +2.7% | -5.0% | -3.8% |
| 6M | +23.0% | +21.9% | +1.1% | +13.6% |
| YTD | +61.1% | +24.7% | +36.3% | +46.2% |
| 1Y | +129.1% | +35.4% | +93.7% | +100.9% |
| 3Y | +165.4% | +65.2% | +100.2% | +104.3% |
| 5Y | +109.5% | +30.5% | +78.9% | +74.0% |
| 10Y | +1,645.7% | +40.4% | +1,605.4% | +1,226.2% |
| All | +97,349.8% | +2,292.7% | +95,057.1% | +24,775.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling