+41.0%
CVS vs EXEL
+386.3%
-345.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.0% | -2.9% | +0.9% | -1.6% |
| 30D | +1.9% | +11.9% | -10.0% | +0.5% |
| 3M | -2.2% | +9.2% | -11.4% | -3.4% |
| 6M | +26.7% | +39.1% | -12.4% | +21.5% |
| YTD | +22.9% | +31.0% | -8.1% | +18.5% |
| 1Y | +32.9% | +52.3% | -19.4% | +25.5% |
| 3Y | +62.3% | +159.7% | -97.5% | +41.1% |
| 5Y | +34.2% | +187.7% | -153.5% | +13.8% |
| All | +41.0% | +386.3% | -345.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling