+667.4%
NFLX vs CVS
+42.0%
+625.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -8.1% | -2.0% | -6.1% | -7.7% |
| 30D | +1.6% | +1.9% | -0.3% | +1.3% |
| 3M | -7.3% | -2.2% | -5.1% | -7.1% |
| 6M | -21.6% | +26.7% | -48.3% | -25.1% |
| YTD | -18.9% | +22.9% | -41.8% | -22.4% |
| 1Y | -39.1% | +32.9% | -72.0% | -42.5% |
| 3Y | +71.7% | +62.3% | +9.4% | +52.3% |
| 5Y | +27.0% | +34.2% | -7.3% | +16.9% |
| All | +667.4% | +42.0% | +625.4% | +551.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling