+40.0%
CVS vs VTR
+99.2%
-59.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | -0.1% | +1.1% | -1.2% | -0.3% |
| 3M | -5.2% | +7.9% | -13.1% | -6.7% |
| 6M | +26.9% | +6.2% | +20.7% | +25.2% |
| YTD | +22.1% | +17.7% | +4.3% | +18.0% |
| 1Y | +30.8% | +32.9% | -2.1% | +23.3% |
| 3Y | +54.4% | +129.7% | -75.3% | +29.7% |
| 5Y | +33.4% | +89.3% | -56.0% | +14.9% |
| All | +40.0% | +99.2% | -59.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling