+908.7%
VZ vs CVS
+1,676.7%
-768.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.5% |
| 7D | +2.1% | -7.1% | +9.2% | +3.4% |
| 30D | +1.4% | -4.0% | +5.4% | +1.9% |
| 3M | -1.3% | -12.2% | +11.0% | +1.0% |
| 6M | -0.5% | -2.2% | +1.6% | -0.6% |
| YTD | +19.6% | +8.9% | +10.7% | +16.3% |
| 1Y | +22.4% | +9.9% | +12.5% | +18.6% |
| 3Y | +55.9% | +32.1% | +23.8% | +42.4% |
| 5Y | +20.4% | +5.7% | +14.7% | +14.2% |
| 10Y | +66.9% | +39.0% | +27.9% | +45.3% |
| All | +908.7% | +1,676.7% | -768.0% | +385.7% |
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