+1,749.1%
BMY vs CVS
+1,935.3%
-186.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.4% | +4.0% | -3.6% | -0.6% |
| 30D | +5.0% | -2.4% | +7.4% | +5.6% |
| 3M | +19.4% | +2.7% | +16.7% | +18.4% |
| 6M | +9.5% | +21.9% | -12.3% | +3.6% |
| YTD | +28.1% | +24.7% | +3.3% | +19.7% |
| 1Y | +50.0% | +35.4% | +14.5% | +36.7% |
| 3Y | +24.1% | +65.2% | -41.1% | +4.4% |
| 5Y | +25.0% | +30.5% | -5.6% | +10.6% |
| 10Y | +68.7% | +40.4% | +28.3% | +41.1% |
| All | +1,749.1% | +1,935.3% | -186.1% | +591.8% |
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