+193.4%
JNJ vs CVS
+42.0%
+151.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | -2.0% | -2.4% | -3.9% |
| 30D | +3.0% | +1.9% | +1.1% | +2.6% |
| 3M | +12.2% | -2.2% | +14.4% | +12.6% |
| 6M | +10.5% | +26.7% | -16.3% | +4.5% |
| YTD | +30.8% | +22.9% | +7.9% | +23.9% |
| 1Y | +54.9% | +32.9% | +22.0% | +43.9% |
| 3Y | +80.7% | +62.3% | +18.4% | +54.8% |
| 5Y | +83.4% | +34.2% | +49.2% | +64.0% |
| All | +193.4% | +42.0% | +151.4% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling