+1,907.2%
CVS vs EMR
+4,039.8%
-2,132.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +4.0% | -1.5% | +5.5% | +4.4% |
| 30D | -2.4% | -5.6% | +3.2% | -0.6% |
| 3M | +2.7% | +7.9% | -5.3% | -0.6% |
| 6M | +21.9% | +6.0% | +15.8% | +18.2% |
| YTD | +24.7% | +16.4% | +8.3% | +16.4% |
| 1Y | +35.4% | +16.6% | +18.8% | +25.8% |
| 3Y | +65.2% | +62.9% | +2.3% | +33.1% |
| 5Y | +30.5% | +60.1% | -29.5% | +4.2% |
| 10Y | +40.4% | +268.7% | -228.4% | -20.9% |
| All | +1,907.2% | +4,039.8% | -2,132.7% | +280.9% |
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