+263.7%
QCOM vs CVS
+39.8%
+223.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +5.1% | -1.6% | +6.6% | +5.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | -19.6% | -0.4% | -19.2% | -19.8% |
| 6M | +29.5% | +25.1% | +4.3% | +21.3% |
| YTD | +3.4% | +23.9% | -20.5% | -3.5% |
| 1Y | +10.9% | +41.1% | -30.2% | -0.3% |
| 3Y | +74.8% | +63.6% | +11.2% | +44.9% |
| 5Y | +36.2% | +31.5% | +4.7% | +21.1% |
| 10Y | +263.7% | +40.5% | +223.3% | +206.2% |
| All | +263.7% | +39.8% | +223.9% | +206.2% |
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 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