+21,908.6%
LLY vs CVS
+1,786.1%
+20,122.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.3% |
| 7D | +1.6% | -2.6% | +4.3% | +2.0% |
| 30D | +21.5% | +4.0% | +17.4% | +19.9% |
| 3M | +16.4% | -6.3% | +22.7% | +17.8% |
| 6M | +51.5% | -0.4% | +51.9% | +50.6% |
| YTD | +33.9% | +15.6% | +18.3% | +27.0% |
| 1Y | +49.1% | +18.3% | +30.8% | +40.5% |
| 3Y | +144.6% | +47.3% | +97.4% | +109.9% |
| 5Y | +466.3% | +13.2% | +453.2% | +416.7% |
| 10Y | +2,024.1% | +57.2% | +1,967.0% | +1,615.3% |
| All | +21,908.6% | +1,786.1% | +20,122.6% | +8,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling