+1,776.3%
CVS vs EMR
+4,421.8%
-2,645.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +10.4% | +2.7% | +7.8% | +9.4% |
| 30D | +3.3% | +2.1% | +1.2% | +2.2% |
| 3M | -4.5% | +2.3% | -6.8% | -5.8% |
| 6M | -4.4% | +22.5% | -26.9% | -11.9% |
| YTD | +16.6% | +27.2% | -10.6% | +5.1% |
| 1Y | +15.3% | +28.0% | -12.7% | +3.5% |
| 3Y | +48.6% | +103.4% | -54.9% | +10.4% |
| 5Y | +12.9% | +88.2% | -75.3% | -15.0% |
| 10Y | +63.2% | +280.3% | -217.1% | -9.1% |
| All | +1,776.3% | +4,421.8% | -2,645.5% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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