+5.6%
CVS vs ALNY
-62.5%
+68.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.7% | -13.3% | -12.5% |
| 7D | -11.1% | -30.7% | +19.6% | -10.6% |
| 30D | -7.4% | -26.7% | +19.3% | -7.0% |
| 3M | -22.9% | -26.4% | +3.6% | -22.4% |
| 6M | -1.2% | -45.9% | +44.7% | 0.0% |
| YTD | +3.9% | -59.5% | +63.3% | +4.6% |
| 1Y | +5.6% | -62.0% | +67.5% | +4.2% |
| All | +5.6% | -62.5% | +68.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling