+1,269.2%
SMH vs CVS
+632.2%
+637.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.2% | -1.6% | +6.8% | +5.7% |
| 30D | -1.5% | +0.4% | -1.9% | -1.8% |
| 3M | -4.1% | -0.4% | -3.7% | -4.4% |
| 6M | +50.8% | +25.1% | +25.6% | +39.2% |
| YTD | +59.3% | +23.9% | +35.4% | +46.4% |
| 1Y | +94.1% | +41.1% | +53.0% | +70.6% |
| 3Y | +286.7% | +63.6% | +223.1% | +208.1% |
| 5Y | +339.4% | +31.5% | +307.9% | +273.4% |
| 10Y | +1,803.3% | +40.5% | +1,762.8% | +1,402.1% |
| All | +1,269.2% | +632.2% | +637.1% | +435.8% |
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