+906.7%
BSX vs CVS
+1,622.5%
-715.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.2% | -2.0% | -6.2% | -7.7% |
| 30D | -15.8% | +1.9% | -17.7% | -16.3% |
| 3M | -10.8% | -2.2% | -8.7% | -10.6% |
| 6M | -38.4% | +26.7% | -65.1% | -43.0% |
| YTD | -54.8% | +22.9% | -77.7% | -58.0% |
| 1Y | -59.0% | +32.9% | -92.0% | -62.9% |
| 3Y | -20.0% | +62.3% | -82.3% | -34.3% |
| 5Y | -3.1% | +34.2% | -37.3% | -16.8% |
| 10Y | +83.3% | +41.8% | +41.6% | +49.0% |
| All | +906.7% | +1,622.5% | -715.8% | +265.7% |
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