+1,907.2%
CVS vs BHP
+7,909.4%
-6,002.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +4.0% | -2.9% | +6.9% | +4.5% |
| 30D | -2.4% | +3.4% | -5.8% | -3.1% |
| 3M | +2.7% | +4.1% | -1.4% | +1.4% |
| 6M | +21.9% | +20.6% | +1.3% | +16.6% |
| YTD | +24.7% | +56.1% | -31.3% | +13.0% |
| 1Y | +35.4% | +69.6% | -34.2% | +20.4% |
| 3Y | +65.2% | +78.8% | -13.6% | +43.3% |
| 5Y | +30.5% | +113.1% | -82.5% | +7.1% |
| 10Y | +40.4% | +505.9% | -465.5% | -9.5% |
| All | +1,907.2% | +7,909.4% | -6,002.2% | +637.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling