+376.5%
CVS vs IBB
+577.3%
-200.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.8% |
| 7D | -2.6% | +0.8% | -3.4% | -3.2% |
| 30D | +4.0% | +5.2% | -1.1% | +1.8% |
| 3M | -6.3% | +8.6% | -14.9% | -9.8% |
| 6M | -0.4% | +27.8% | -28.2% | -10.1% |
| YTD | +15.6% | +28.8% | -13.2% | +3.5% |
| 1Y | +18.3% | +36.4% | -18.1% | +3.6% |
| 3Y | +47.3% | +89.3% | -42.1% | +12.2% |
| 5Y | +13.2% | +43.3% | -30.1% | -5.4% |
| 10Y | +57.2% | +130.6% | -73.5% | +6.2% |
| All | +376.5% | +577.3% | -200.7% | +69.1% |
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