+27.2%
NFLX vs CVS
+31.0%
-3.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -8.1% | -1.9% | -6.2% | -7.9% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | -6.6% | -1.1% | -5.5% | -6.6% |
| 6M | -22.7% | +23.7% | -46.4% | -24.4% |
| YTD | -18.9% | +23.0% | -41.9% | -20.9% |
| 1Y | -39.8% | +37.2% | -77.0% | -41.9% |
| 3Y | +71.7% | +62.4% | +9.3% | +60.1% |
| 5Y | +27.2% | +31.8% | -4.6% | +28.2% |
| All | +27.2% | +31.0% | -3.8% | +28.2% |
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 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