+1,767.1%
CVS vs BAX
+899.7%
+867.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -0.4% | +4.1% | -4.5% | -2.0% |
| 3M | -5.3% | -4.5% | -0.7% | -4.6% |
| 6M | -7.7% | +49.2% | -56.9% | -18.3% |
| YTD | +16.0% | +35.2% | -19.2% | +3.9% |
| 1Y | +16.2% | +38.3% | -22.1% | +3.3% |
| 3Y | +47.6% | -19.0% | +66.6% | +47.5% |
| 5Y | +12.3% | -64.2% | +76.5% | +39.4% |
| 10Y | +62.4% | -35.7% | +98.1% | +69.5% |
| All | +1,767.1% | +899.7% | +867.5% | +750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling