+49,194.2%
QCOM vs CVS
+1,726.6%
+47,467.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.6% |
| 7D | +0.4% | -7.1% | +7.5% | +2.0% |
| 30D | -6.6% | -4.0% | -2.6% | -6.1% |
| 3M | +3.7% | -12.2% | +15.9% | +6.8% |
| 6M | -13.3% | -2.2% | -11.1% | -13.9% |
| YTD | -1.8% | +8.9% | -10.7% | -6.6% |
| 1Y | -2.5% | +9.9% | -12.4% | -7.6% |
| 3Y | +47.0% | +32.1% | +14.9% | +26.6% |
| 5Y | +13.1% | +5.7% | +7.4% | +3.7% |
| 10Y | +224.7% | +39.0% | +185.7% | +161.4% |
| All | +49,194.2% | +1,726.6% | +47,467.7% | +19,714.4% |
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 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