+2,660.6%
AVGO vs CVS
+63.8%
+2,596.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.7% |
| 7D | +18.2% | +6.6% | +11.6% | +16.7% |
| 30D | +0.2% | -0.4% | +0.7% | +0.1% |
| 3M | -16.8% | -5.3% | -11.5% | -16.2% |
| 6M | -16.5% | -7.7% | -8.8% | -15.9% |
| YTD | +0.8% | +16.0% | -15.2% | -4.6% |
| 1Y | +2.8% | +16.2% | -13.4% | -2.7% |
| 3Y | +278.5% | +47.6% | +231.0% | +226.3% |
| 5Y | +573.1% | +12.3% | +560.7% | +534.1% |
| All | +2,660.6% | +63.8% | +2,596.8% | +2,023.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling