+1,147.2%
CVS vs VTR
+1,492.6%
-345.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | +0.4% | -3.7% | +4.1% | +1.0% |
| 3M | -0.4% | +13.5% | -14.0% | -2.5% |
| 6M | +25.1% | +7.2% | +18.0% | +23.6% |
| YTD | +23.9% | +17.6% | +6.3% | +20.6% |
| 1Y | +41.1% | +35.4% | +5.7% | +34.1% |
| 3Y | +63.6% | +132.8% | -69.2% | +42.0% |
| 5Y | +31.5% | +88.7% | -57.1% | +16.8% |
| 10Y | +40.5% | +87.6% | -47.1% | +18.4% |
| All | +1,147.2% | +1,492.6% | -345.5% | +688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling