+1,878.9%
CVS vs BDX
+5,237.1%
-3,358.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.9% | -3.6% | +1.6% | -0.8% |
| 30D | -0.3% | +0.7% | -1.0% | -0.6% |
| 3M | -1.1% | +19.0% | -20.1% | -6.7% |
| 6M | +23.7% | +10.8% | +12.9% | +19.0% |
| YTD | +23.0% | +20.1% | +2.9% | +15.0% |
| 1Y | +37.2% | +23.1% | +14.1% | +27.1% |
| 3Y | +62.4% | -8.8% | +71.3% | +62.6% |
| 5Y | +31.8% | -1.4% | +33.2% | +27.9% |
| 10Y | +41.9% | +60.5% | -18.6% | +16.6% |
| All | +1,878.9% | +5,237.1% | -3,358.2% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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