+639.4%
CVS vs EXEL
+273.2%
+366.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.0% | +8.4% | -4.4% | +3.2% |
| 30D | -2.4% | +4.1% | -6.5% | -2.8% |
| 3M | +2.7% | +12.4% | -9.8% | +1.5% |
| 6M | +21.9% | +41.5% | -19.7% | +18.2% |
| YTD | +24.7% | +34.6% | -9.9% | +21.3% |
| 1Y | +35.4% | +57.9% | -22.4% | +29.8% |
| 3Y | +65.2% | +159.5% | -94.3% | +50.2% |
| 5Y | +30.5% | +198.5% | -167.9% | +16.4% |
| 10Y | +40.4% | +411.4% | -371.0% | +15.0% |
| All | +639.4% | +273.2% | +366.2% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling