+143.3%
IBM vs CVS
+7.3%
+136.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -2.5% | -3.7% | +1.1% | -2.3% |
| 30D | +8.4% | -0.3% | +8.7% | +8.2% |
| 3M | +4.5% | -10.3% | +14.7% | +5.4% |
| 6M | +7.9% | -4.6% | +12.5% | +7.9% |
| YTD | -15.2% | +10.7% | -25.9% | -17.2% |
| 1Y | -17.6% | +11.2% | -28.8% | -19.6% |
| 3Y | +82.1% | +43.0% | +39.0% | +66.4% |
| 5Y | +143.3% | +8.6% | +134.7% | +147.2% |
| All | +143.3% | +7.3% | +136.0% | +147.2% |
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