+1,545.2%
LLY vs CVS
+39.8%
+1,505.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -5.1% | +0.4% | -5.5% | -5.2% |
| 3M | -2.1% | -0.4% | -1.6% | -2.2% |
| 6M | +13.8% | +25.1% | -11.3% | +7.3% |
| YTD | +5.1% | +23.9% | -18.8% | -1.2% |
| 1Y | +53.1% | +41.1% | +12.0% | +38.9% |
| 3Y | +95.6% | +63.6% | +32.0% | +64.3% |
| 5Y | +361.5% | +31.5% | +330.0% | +312.5% |
| 10Y | +1,545.2% | +40.5% | +1,504.7% | +1,228.0% |
| All | +1,545.2% | +39.8% | +1,505.4% | +1,228.0% |
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 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