+50,186.6%
QCOM vs CVS
+1,992.4%
+48,194.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | +4.0% | -0.6% | +2.1% |
| 30D | +7.7% | -2.4% | +10.1% | +8.3% |
| 3M | -30.1% | +2.7% | -32.7% | -30.9% |
| 6M | +22.8% | +21.9% | +1.0% | +14.8% |
| YTD | +0.2% | +24.7% | -24.6% | -7.7% |
| 1Y | +7.9% | +35.4% | -27.6% | -3.4% |
| 3Y | +55.8% | +65.2% | -9.4% | +26.3% |
| 5Y | +30.1% | +30.5% | -0.5% | +12.5% |
| 10Y | +248.9% | +40.4% | +208.5% | +182.6% |
| All | +50,186.6% | +1,992.4% | +48,194.3% | +19,467.8% |
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