+2,006.3%
LLY vs CVS
+56.7%
+1,949.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.9% |
| 7D | +0.1% | -3.7% | +3.8% | +0.6% |
| 30D | +19.7% | -0.3% | +20.1% | +19.5% |
| 3M | +19.3% | -10.3% | +29.5% | +21.8% |
| 6M | +49.3% | -4.6% | +53.9% | +50.0% |
| YTD | +32.0% | +10.7% | +21.3% | +26.9% |
| 1Y | +53.7% | +11.2% | +42.5% | +47.4% |
| 3Y | +143.7% | +43.0% | +100.7% | +111.1% |
| 5Y | +463.9% | +8.6% | +455.3% | +431.1% |
| 10Y | +2,006.3% | +52.0% | +1,954.4% | +1,532.0% |
| All | +2,006.3% | +56.7% | +1,949.6% | +1,532.0% |
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