+587.8%
CVS vs EXEL
+336.4%
+251.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | -0.4% | +13.1% | -13.6% | -1.5% |
| 3M | -5.3% | +36.3% | -41.6% | -7.8% |
| 6M | -7.7% | +34.5% | -42.2% | -10.2% |
| YTD | +16.0% | +57.4% | -41.4% | +11.3% |
| 1Y | +16.2% | +62.9% | -46.7% | +11.1% |
| 3Y | +47.6% | +229.5% | -181.9% | +31.5% |
| 5Y | +12.3% | +281.2% | -268.9% | -1.8% |
| 10Y | +62.4% | +320.7% | -258.4% | +35.5% |
| All | +587.8% | +336.4% | +251.4% | +336.0% |
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 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