+77,094.7%
ASML vs CVS
+1,926.0%
+75,168.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -9.9% |
| 7D | -19.0% | -10.0% | -9.1% | -16.3% |
| 30D | -25.9% | -5.2% | -20.7% | -25.0% |
| 3M | -19.1% | -17.4% | -1.7% | -14.4% |
| 6M | -5.7% | +2.1% | -7.9% | -7.8% |
| YTD | +27.6% | +5.6% | +22.0% | +21.8% |
| 1Y | +30.8% | +6.7% | +24.1% | +24.1% |
| 3Y | +116.2% | +29.6% | +86.6% | +80.7% |
| 5Y | +67.7% | +2.5% | +65.2% | +51.2% |
| 10Y | +1,355.3% | +34.8% | +1,320.5% | +1,005.4% |
| All | +77,094.7% | +1,926.0% | +75,168.7% | +20,621.3% |
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 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