+414.2%
CVS vs IBB
+560.8%
-146.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +4.0% | +1.4% | +2.5% | +3.4% |
| 30D | -2.4% | +10.5% | -12.9% | -6.3% |
| 3M | +2.7% | +23.6% | -21.0% | -5.7% |
| 6M | +21.9% | +22.6% | -0.8% | +12.0% |
| YTD | +24.7% | +25.7% | -0.9% | +13.3% |
| 1Y | +35.4% | +51.4% | -15.9% | +14.3% |
| 3Y | +65.2% | +64.4% | +0.8% | +33.5% |
| 5Y | +30.5% | +22.1% | +8.4% | +16.5% |
| 10Y | +40.4% | +132.5% | -92.1% | -5.3% |
| All | +414.2% | +560.8% | -146.6% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling