+71.4%
MSFT vs CVS
+31.3%
+40.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | -1.0% | +0.4% | -1.4% | -1.1% |
| 3M | +20.2% | -0.4% | +20.6% | +20.1% |
| 6M | +21.3% | +25.1% | -3.9% | +18.3% |
| YTD | +2.8% | +23.9% | -21.1% | 0.0% |
| 1Y | 0.0% | +41.1% | -41.1% | -4.4% |
| 3Y | +51.2% | +63.6% | -12.4% | +38.6% |
| 5Y | +71.4% | +31.5% | +39.9% | +77.1% |
| All | +71.4% | +31.3% | +40.1% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling