+133,470.8%
MSFT vs CVS
+1,935.3%
+131,535.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -2.7% | +4.0% | -6.6% | -3.7% |
| 30D | +2.7% | -2.4% | +5.1% | +3.2% |
| 3M | +17.0% | +2.7% | +14.3% | +15.8% |
| 6M | +23.8% | +21.9% | +1.9% | +16.8% |
| YTD | +4.0% | +24.7% | -20.8% | -3.2% |
| 1Y | -0.8% | +35.4% | -36.3% | -9.9% |
| 3Y | +55.6% | +65.2% | -9.6% | +29.4% |
| 5Y | +72.9% | +30.5% | +42.3% | +52.1% |
| 10Y | +875.8% | +40.4% | +835.4% | +710.3% |
| All | +133,470.8% | +1,935.3% | +131,535.5% | +46,937.8% |
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