+40.5%
CVS vs IBB
+122.6%
-82.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | +0.4% | +4.9% | -4.5% | -1.7% |
| 3M | -0.4% | +24.2% | -24.7% | -9.1% |
| 6M | +25.1% | +23.8% | +1.3% | +14.1% |
| YTD | +23.9% | +23.0% | +0.9% | +13.0% |
| 1Y | +41.1% | +46.2% | -5.1% | +19.6% |
| 3Y | +63.6% | +64.8% | -1.2% | +30.2% |
| 5Y | +31.5% | +20.9% | +10.6% | +18.6% |
| 10Y | +40.5% | +121.6% | -81.1% | -10.7% |
| All | +40.5% | +122.6% | -82.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling