+1,461.7%
CVS vs SNPS
+6,288.8%
-4,827.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | -0.4% | -5.2% | +4.7% | 0.0% |
| 3M | -5.3% | +10.6% | -15.8% | -7.1% |
| 6M | -7.7% | -10.6% | +2.9% | -7.3% |
| YTD | +16.0% | -3.1% | +19.1% | +14.5% |
| 1Y | +16.2% | +15.6% | +0.7% | +11.9% |
| 3Y | +47.6% | -12.9% | +60.5% | +41.9% |
| 5Y | +12.3% | +31.2% | -18.8% | -0.2% |
| 10Y | +62.4% | +663.4% | -601.0% | +9.0% |
| All | +1,461.7% | +6,288.8% | -4,827.1% | +654.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling