+3,763.3%
MRK vs CVS
+1,921.2%
+1,842.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -0.9% | -1.6% | +0.6% | -0.5% |
| 30D | +15.5% | +0.4% | +15.1% | +15.2% |
| 3M | +25.1% | -0.4% | +25.5% | +24.9% |
| 6M | +30.1% | +25.1% | +4.9% | +21.9% |
| YTD | +43.1% | +23.9% | +19.2% | +33.8% |
| 1Y | +82.5% | +41.1% | +41.4% | +64.5% |
| 3Y | +49.3% | +63.6% | -14.3% | +24.9% |
| 5Y | +130.3% | +31.5% | +98.7% | +101.9% |
| 10Y | +234.3% | +40.5% | +193.9% | +176.7% |
| All | +3,763.3% | +1,921.2% | +1,842.2% | +1,267.6% |
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