+102.3%
INTC vs CVS
+31.1%
+71.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +9.4% | -2.0% | +11.4% | +9.9% |
| 30D | +2.7% | +1.9% | +0.8% | +2.1% |
| 3M | -6.3% | -2.2% | -4.1% | -6.2% |
| 6M | +114.5% | +26.7% | +87.7% | +101.5% |
| YTD | +171.9% | +22.9% | +149.0% | +155.5% |
| 1Y | +305.0% | +32.9% | +272.1% | +272.7% |
| 3Y | +168.3% | +62.3% | +106.1% | +127.9% |
| 5Y | +102.3% | +34.2% | +68.1% | +85.5% |
| All | +102.3% | +31.1% | +71.2% | +85.5% |
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