+77.8%
JNJ vs CVS
+60.9%
+16.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.5% | -2.2% | -1.4% | -3.4% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +12.0% | -5.2% | +17.2% | +12.3% |
| 6M | +10.5% | +26.9% | -16.4% | +8.9% |
| YTD | +30.4% | +22.1% | +8.3% | +28.7% |
| 1Y | +52.1% | +30.8% | +21.3% | +49.4% |
| 3Y | +77.8% | +54.4% | +23.4% | +65.8% |
| All | +77.8% | +60.9% | +16.9% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling