+103.4%
AMGN vs CBOE
+136.7%
-33.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -13.7% | -5.8% | -7.9% | -13.1% |
| 30D | -8.8% | -3.1% | -5.7% | -8.5% |
| 3M | +7.2% | -4.8% | +12.0% | +7.6% |
| 6M | +1.3% | -0.6% | +1.8% | +0.4% |
| YTD | +17.6% | +12.8% | +4.9% | +14.3% |
| 1Y | +37.2% | +19.8% | +17.4% | +31.7% |
| 3Y | +57.7% | +86.9% | -29.2% | +37.4% |
| All | +103.4% | +136.7% | -33.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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