+9,411.2%
INTC vs CVS
+1,793.3%
+7,617.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +6.0% | +6.6% | -0.6% | +4.0% |
| 30D | -39.2% | -0.4% | -38.8% | -39.3% |
| 3M | -42.9% | -5.3% | -37.7% | -42.5% |
| 6M | -50.4% | -7.7% | -42.7% | -49.8% |
| YTD | +61.7% | +16.0% | +45.6% | +51.5% |
| 1Y | +66.1% | +16.2% | +49.9% | +55.3% |
| 3Y | +58.1% | +47.6% | +10.6% | +33.3% |
| 5Y | +27.9% | +12.3% | +15.5% | +15.8% |
| 10Y | +111.1% | +62.4% | +48.8% | +65.4% |
| All | +9,411.2% | +1,793.3% | +7,617.9% | +3,024.0% |
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