+12.9%
CVS vs BAX
-64.3%
+77.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +10.4% | +0.4% | +10.1% | +10.3% |
| 30D | +3.3% | +3.4% | -0.1% | +2.5% |
| 3M | -4.5% | -4.5% | -0.1% | -4.1% |
| 6M | -4.4% | +44.0% | -48.4% | -10.8% |
| YTD | +16.6% | +34.9% | -18.3% | +8.9% |
| 1Y | +15.3% | +37.9% | -22.6% | +7.1% |
| 3Y | +48.6% | -17.1% | +65.6% | +49.0% |
| 5Y | +12.9% | -64.3% | +77.1% | +43.6% |
| All | +12.9% | -64.3% | +77.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling