+40.0%
CVS vs ALNY
+260.0%
-220.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.2% | -6.5% | +4.4% | -1.7% |
| 30D | -0.1% | +11.0% | -11.1% | -0.9% |
| 3M | -5.2% | -14.1% | +8.9% | -4.7% |
| 6M | +26.9% | -22.4% | +49.3% | +28.5% |
| YTD | +22.1% | -37.5% | +59.5% | +25.5% |
| 1Y | +30.8% | -46.9% | +77.7% | +36.1% |
| 3Y | +54.4% | +22.1% | +32.3% | +48.3% |
| 5Y | +33.4% | +31.2% | +2.2% | +24.7% |
| All | +40.0% | +260.0% | -220.0% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling