+2,413.6%
IBM vs CVS
+1,935.3%
+478.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -0.3% | +4.0% | -4.3% | -1.2% |
| 30D | +0.3% | -2.4% | +2.7% | +0.7% |
| 3M | -21.6% | +2.7% | -24.3% | -22.3% |
| 6M | -4.7% | +21.9% | -26.6% | -9.6% |
| YTD | -19.1% | +24.7% | -43.8% | -24.1% |
| 1Y | -2.5% | +35.4% | -37.9% | -10.5% |
| 3Y | +74.2% | +65.2% | +9.0% | +48.4% |
| 5Y | +113.1% | +30.5% | +82.6% | +90.6% |
| 10Y | +133.5% | +40.4% | +93.2% | +99.6% |
| All | +2,413.6% | +1,935.3% | +478.3% | +1,017.7% |
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 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