+104.7%
LLY vs CVS
+65.2%
+39.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | +4.0% | -6.1% | -2.3% |
| 30D | -1.6% | -2.4% | +0.8% | -1.5% |
| 3M | +2.3% | +2.7% | -0.4% | +2.1% |
| 6M | +14.9% | +21.9% | -7.0% | +13.7% |
| YTD | +7.5% | +24.7% | -17.3% | +6.3% |
| 1Y | +55.7% | +35.4% | +20.2% | +53.2% |
| All | +104.7% | +65.2% | +39.4% | +93.5% |
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