-35.7%
NFLX vs CVS
+32.3%
-68.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | +4.3% | -0.1% | +4.4% | +4.3% |
| 3M | -4.8% | -5.2% | +0.4% | -4.4% |
| 6M | -18.4% | +26.9% | -45.3% | -20.5% |
| YTD | -17.4% | +22.1% | -39.5% | -19.9% |
| 1Y | -35.7% | +30.8% | -66.5% | -34.8% |
| All | -35.7% | +32.3% | -68.0% | -34.8% |
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 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