+3,280.0%
PFE vs CVS
+1,935.3%
+1,344.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +1.8% | +4.0% | -2.2% | +0.7% |
| 30D | +10.2% | -2.4% | +12.6% | +10.8% |
| 3M | +12.7% | +2.7% | +10.0% | +11.6% |
| 6M | +10.5% | +21.9% | -11.3% | +4.0% |
| YTD | +20.2% | +24.7% | -4.6% | +11.6% |
| 1Y | +24.1% | +35.4% | -11.4% | +12.5% |
| 3Y | -3.6% | +65.2% | -68.8% | -20.0% |
| 5Y | -20.9% | +30.5% | -51.4% | -30.4% |
| 10Y | +35.8% | +40.4% | -4.5% | +12.7% |
| All | +3,280.0% | +1,935.3% | +1,344.7% | +1,198.6% |
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