+52.0%
CVS vs IBB
+139.6%
-87.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.6% |
| 7D | -3.7% | +2.7% | -6.4% | -4.9% |
| 30D | -0.3% | +6.3% | -6.7% | -3.0% |
| 3M | -10.3% | +11.1% | -21.3% | -14.5% |
| 6M | -4.6% | +29.2% | -33.8% | -14.6% |
| YTD | +10.7% | +30.2% | -19.5% | -1.7% |
| 1Y | +11.2% | +39.5% | -28.3% | -4.1% |
| 3Y | +43.0% | +92.3% | -49.3% | +6.2% |
| 5Y | +8.6% | +43.0% | -34.3% | -9.4% |
| 10Y | +52.0% | +137.1% | -85.1% | -3.7% |
| All | +52.0% | +139.6% | -87.7% | -3.7% |
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