+195.5%
AMGN vs CAH
+294.8%
-99.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -13.7% | -5.1% | -8.6% | -12.3% |
| 30D | -8.8% | +0.2% | -9.0% | -8.8% |
| 3M | +7.2% | +6.3% | +0.9% | +5.3% |
| 6M | +1.3% | +9.4% | -8.1% | -1.6% |
| YTD | +17.6% | +15.0% | +2.7% | +12.2% |
| 1Y | +37.2% | +55.4% | -18.3% | +18.6% |
| 3Y | +57.7% | +173.8% | -116.1% | +12.0% |
| 5Y | +106.3% | +395.2% | -288.9% | +17.8% |
| All | +195.5% | +294.8% | -99.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling