+5.6%
CVS vs SNPS
+6.4%
-0.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.5% | -12.5% |
| 7D | -11.1% | -3.9% | -7.2% | -11.6% |
| 30D | -7.4% | -5.2% | -2.2% | -7.9% |
| 3M | -22.9% | +14.6% | -37.5% | -21.0% |
| 6M | -1.2% | -6.9% | +5.8% | -1.8% |
| YTD | +3.9% | -1.4% | +5.3% | +4.3% |
| 1Y | +5.6% | +11.2% | -5.6% | +9.8% |
| All | +5.6% | +6.4% | -0.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 1y: compounded portfolio wealth divided by compounded SNPS 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…
1y analysis · Full analysis span regression · 6 months rolling