+34.2%
CVS vs BHP
+112.0%
-77.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.5% |
| 7D | -2.0% | -3.7% | +1.8% | -1.6% |
| 30D | +1.9% | -0.8% | +2.8% | +1.9% |
| 3M | -2.2% | +7.6% | -9.8% | -3.3% |
| 6M | +26.7% | +20.8% | +5.9% | +23.3% |
| YTD | +22.9% | +50.8% | -27.9% | +16.0% |
| 1Y | +32.9% | +70.9% | -38.0% | +23.1% |
| 3Y | +62.3% | +78.0% | -15.7% | +47.7% |
| 5Y | +34.2% | +113.1% | -78.8% | +16.7% |
| All | +34.2% | +112.0% | -77.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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