+34.2%
CVS vs GSK
+47.2%
-13.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -2.0% | -5.4% | +3.4% | -1.0% |
| 30D | +1.9% | -4.6% | +6.5% | +2.7% |
| 3M | -2.2% | -5.1% | +2.9% | -1.4% |
| 6M | +26.7% | -11.4% | +38.2% | +29.1% |
| YTD | +22.9% | +0.7% | +22.2% | +22.0% |
| 1Y | +32.9% | +23.0% | +9.9% | +26.3% |
| 3Y | +62.3% | +48.0% | +14.3% | +44.4% |
| 5Y | +34.2% | +48.2% | -14.0% | +19.8% |
| All | +34.2% | +47.2% | -13.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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