-37.8%
NFLX vs CVS
+35.9%
-73.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.3% |
| 7D | -4.2% | +4.0% | -8.2% | -4.5% |
| 30D | +5.5% | -2.4% | +7.9% | +5.6% |
| 3M | -4.1% | +2.7% | -6.7% | -4.4% |
| 6M | -20.7% | +21.9% | -42.6% | -22.1% |
| YTD | -16.5% | +24.7% | -41.3% | -18.8% |
| 1Y | -37.8% | +35.4% | -73.2% | -38.1% |
| All | -37.8% | +35.9% | -73.7% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling