+30.9%
QCOM vs CVS
+31.0%
-0.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | +4.0% | -0.6% | +2.7% |
| 30D | +7.7% | -2.4% | +10.1% | +8.0% |
| 3M | -30.1% | +2.7% | -32.7% | -30.5% |
| 6M | +22.8% | +21.9% | +1.0% | +18.6% |
| YTD | +0.2% | +24.7% | -24.6% | -4.0% |
| 1Y | +7.9% | +35.4% | -27.6% | +1.7% |
| 3Y | +55.8% | +65.2% | -9.4% | +37.3% |
| All | +30.9% | +31.0% | -0.1% | +28.6% |
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 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