+53,843.8%
NFLX vs CVS
+763.1%
+53,080.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.9% |
| 7D | -2.8% | +12.0% | -14.7% | -6.0% |
| 30D | -8.6% | +2.8% | -11.4% | -9.8% |
| 3M | -13.7% | -3.6% | -10.1% | -13.4% |
| 6M | -24.5% | -1.6% | -22.8% | -24.9% |
| YTD | -31.2% | +16.3% | -47.4% | -35.5% |
| 1Y | -43.2% | +15.5% | -58.7% | -46.8% |
| 3Y | +44.3% | +48.1% | -3.8% | +19.9% |
| 5Y | -1.9% | +12.3% | -14.2% | -11.9% |
| 10Y | +462.3% | +62.7% | +399.6% | +313.7% |
| All | +53,843.8% | +763.1% | +53,080.7% | +16,147.7% |
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