+17,561.1%
LLY vs CVS
+1,935.3%
+15,625.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | +4.0% | -6.1% | -3.1% |
| 30D | -1.6% | -2.4% | +0.8% | -1.1% |
| 3M | +2.3% | +2.7% | -0.4% | +1.3% |
| 6M | +14.9% | +21.9% | -7.0% | +8.6% |
| YTD | +7.5% | +24.7% | -17.3% | +0.4% |
| 1Y | +55.7% | +35.4% | +20.2% | +42.0% |
| 3Y | +110.6% | +65.2% | +45.4% | +76.0% |
| 5Y | +363.4% | +30.5% | +332.9% | +308.6% |
| 10Y | +1,649.0% | +40.4% | +1,608.6% | +1,357.1% |
| All | +17,561.1% | +1,935.3% | +15,625.8% | +6,485.6% |
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