+57.4%
INTC vs CVS
+5.1%
+52.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.5% | +8.8% | -3.2% |
| 7D | -39.0% | -11.1% | -27.9% | -38.6% |
| 30D | -49.8% | -7.4% | -42.4% | -49.6% |
| 3M | -42.2% | -22.9% | -19.4% | -40.9% |
| 6M | -39.2% | -1.2% | -38.0% | -40.3% |
| YTD | +57.9% | +3.9% | +54.1% | +49.9% |
| 1Y | +57.4% | +5.6% | +51.8% | +53.2% |
| All | +57.4% | +5.1% | +52.3% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling