+35.3%
PFE vs CVS
+41.1%
-5.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | +3.8% | +0.4% | +3.5% | +3.7% |
| 3M | +10.4% | -0.4% | +10.8% | +10.2% |
| 6M | +6.3% | +25.1% | -18.9% | -0.2% |
| YTD | +17.4% | +23.9% | -6.5% | +9.8% |
| 1Y | +21.1% | +41.1% | -19.9% | +9.3% |
| 3Y | -1.6% | +63.6% | -65.2% | -17.8% |
| 5Y | -22.2% | +31.5% | -53.7% | -30.5% |
| All | +35.3% | +41.1% | -5.8% | +9.4% |
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