+112.0%
IBM vs CVS
+31.3%
+80.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -1.5% | +0.4% | -1.9% | -1.6% |
| 3M | -16.8% | -0.4% | -16.3% | -16.8% |
| 6M | -9.0% | +25.1% | -34.2% | -11.8% |
| YTD | -20.1% | +23.9% | -43.9% | -22.7% |
| 1Y | -7.0% | +41.1% | -48.1% | -12.0% |
| 3Y | +72.4% | +63.6% | +8.8% | +54.8% |
| 5Y | +112.0% | +31.5% | +80.5% | +107.7% |
| All | +112.0% | +31.3% | +80.6% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling