+1,907.2%
CVS vs GSK
+1,705.8%
+201.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.1% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | -2.4% | -2.2% | -0.2% | -1.9% |
| 3M | +2.7% | -1.8% | +4.5% | +2.9% |
| 6M | +21.9% | -10.6% | +32.5% | +25.2% |
| YTD | +24.7% | +4.4% | +20.3% | +22.3% |
| 1Y | +35.4% | +30.4% | +5.0% | +24.0% |
| 3Y | +65.2% | +60.1% | +5.1% | +39.9% |
| 5Y | +30.5% | +46.8% | -16.2% | +12.3% |
| 10Y | +40.4% | +79.2% | -38.9% | +13.4% |
| All | +1,907.2% | +1,705.8% | +201.3% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling