+144.5%
IBM vs CVS
+40.0%
+104.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.6% |
| 7D | +3.6% | -1.9% | +5.5% | +4.0% |
| 30D | +1.5% | -0.3% | +1.8% | +1.5% |
| 3M | -12.9% | -1.1% | -11.8% | -12.9% |
| 6M | -3.9% | +23.7% | -27.6% | -9.9% |
| YTD | -17.3% | +23.0% | -40.3% | -23.0% |
| 1Y | -5.0% | +37.2% | -42.1% | -14.4% |
| 3Y | +78.2% | +62.4% | +15.8% | +46.5% |
| 5Y | +120.6% | +31.8% | +88.8% | +92.8% |
| 10Y | +144.5% | +41.9% | +102.6% | +90.8% |
| All | +144.5% | +40.0% | +104.4% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling