+1,694.1%
CVS vs GILD
+38,746.6%
-37,052.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.2% | -4.8% | +2.7% | -1.6% |
| 30D | -0.1% | +5.8% | -5.8% | -0.7% |
| 3M | -5.2% | +14.9% | -20.1% | -6.8% |
| 6M | +26.9% | -0.4% | +27.2% | +26.8% |
| YTD | +22.1% | +18.5% | +3.5% | +19.3% |
| 1Y | +30.8% | +25.1% | +5.7% | +27.0% |
| 3Y | +54.4% | +105.9% | -51.5% | +40.9% |
| 5Y | +33.4% | +143.0% | -109.6% | +19.2% |
| 10Y | +40.8% | +162.4% | -121.6% | +24.1% |
| All | +1,694.1% | +38,746.6% | -37,052.5% | +895.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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