+1,907.2%
CVS vs FICO
+104,095.6%
-102,188.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +1.3% |
| 7D | +4.0% | -19.2% | +23.1% | +6.1% |
| 30D | -2.4% | -14.6% | +12.2% | -1.1% |
| 3M | +2.7% | -20.1% | +22.8% | +4.4% |
| 6M | +21.9% | -36.3% | +58.2% | +26.2% |
| YTD | +24.7% | -44.9% | +69.6% | +30.9% |
| 1Y | +35.4% | -38.6% | +74.1% | +40.0% |
| 3Y | +65.2% | +4.0% | +61.2% | +58.6% |
| 5Y | +30.5% | +99.5% | -69.0% | +14.7% |
| 10Y | +40.4% | +604.7% | -564.3% | +6.0% |
| All | +1,907.2% | +104,095.6% | -102,188.4% | +1,096.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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