+103.4%
AMGN vs CAH
+393.5%
-290.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -13.7% | -5.1% | -8.6% | -12.6% |
| 30D | -8.8% | +0.2% | -9.0% | -8.7% |
| 3M | +7.2% | +6.3% | +0.9% | +5.9% |
| 6M | +1.3% | +9.4% | -8.1% | -0.6% |
| YTD | +17.6% | +15.0% | +2.7% | +13.9% |
| 1Y | +37.2% | +55.4% | -18.3% | +23.4% |
| 3Y | +57.7% | +173.8% | -116.1% | +20.6% |
| All | +103.4% | +393.5% | -290.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling