+31.8%
CVS vs SNPS
+16.9%
+14.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.9% | -5.5% | +3.6% | -1.8% |
| 30D | -0.3% | -4.5% | +4.2% | -0.3% |
| 3M | -1.1% | -15.5% | +14.4% | -0.9% |
| 6M | +23.7% | -10.1% | +33.8% | +23.6% |
| YTD | +23.0% | -16.3% | +39.3% | +23.1% |
| 1Y | +37.2% | -34.9% | +72.1% | +37.9% |
| 3Y | +62.4% | -14.4% | +76.8% | +56.0% |
| 5Y | +31.8% | +17.9% | +13.9% | +18.5% |
| All | +31.8% | +16.9% | +14.9% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling