+1,578.8%
CVS vs SNPS
+5,427.6%
-3,848.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.2% |
| 7D | +4.0% | -11.0% | +15.0% | +5.5% |
| 30D | -2.4% | -1.7% | -0.7% | -2.4% |
| 3M | +2.7% | -20.4% | +23.0% | +5.3% |
| 6M | +21.9% | -8.6% | +30.5% | +22.1% |
| YTD | +24.7% | -16.2% | +40.9% | +26.0% |
| 1Y | +35.4% | -34.6% | +70.0% | +38.7% |
| 3Y | +65.2% | -14.5% | +79.7% | +59.4% |
| 5Y | +30.5% | +17.0% | +13.6% | +18.0% |
| 10Y | +40.4% | +560.0% | -519.7% | -3.5% |
| All | +1,578.8% | +5,427.6% | -3,848.8% | +730.0% |
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