+54,250.3%
DHR vs CVS
+1,921.2%
+52,329.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | -1.6% | +0.7% | -0.4% |
| 30D | +0.2% | +0.4% | -0.2% | 0.0% |
| 3M | +12.1% | -0.4% | +12.5% | +11.7% |
| 6M | +5.4% | +25.1% | -19.7% | -1.6% |
| YTD | -10.0% | +23.9% | -33.9% | -16.3% |
| 1Y | +4.1% | +41.1% | -37.0% | -6.7% |
| 3Y | -5.2% | +63.6% | -68.8% | -20.9% |
| 5Y | -28.2% | +31.5% | -59.8% | -36.9% |
| 10Y | +208.4% | +40.5% | +167.9% | +154.8% |
| All | +54,250.3% | +1,921.2% | +52,329.2% | +19,977.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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