+31.8%
CVS vs EXEL
+194.6%
-162.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -0.3% | +10.1% | -10.4% | -1.4% |
| 3M | -1.1% | +10.1% | -11.2% | -2.3% |
| 6M | +23.7% | +37.7% | -14.0% | +19.3% |
| YTD | +23.0% | +33.1% | -10.1% | +18.8% |
| 1Y | +37.2% | +52.4% | -15.2% | +30.4% |
| 3Y | +62.4% | +163.8% | -101.4% | +42.8% |
| 5Y | +31.8% | +198.5% | -166.7% | +9.0% |
| All | +31.8% | +194.6% | -162.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling