+16,554.9%
INTC vs CVS
+1,921.2%
+14,633.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.7% | +9.3% |
| 7D | +17.4% | -1.6% | +19.0% | +17.9% |
| 30D | +2.8% | +0.4% | +2.4% | +2.5% |
| 3M | -5.3% | -0.4% | -4.8% | -5.6% |
| 6M | +140.6% | +25.1% | +115.5% | +123.4% |
| YTD | +183.1% | +23.9% | +159.2% | +162.0% |
| 1Y | +326.8% | +41.1% | +285.7% | +278.5% |
| 3Y | +179.4% | +63.6% | +115.8% | +129.4% |
| 5Y | +111.7% | +31.5% | +80.2% | +83.8% |
| 10Y | +253.8% | +40.5% | +213.3% | +190.1% |
| All | +16,554.9% | +1,921.2% | +14,633.7% | +5,302.8% |
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