+968.7%
AMGN vs CBOE
+1,025.9%
-57.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -9.7% |
| 7D | -10.3% | -4.6% | -5.6% | -9.4% |
| 30D | -3.8% | +2.6% | -6.4% | -4.4% |
| 3M | +14.4% | +4.9% | +9.5% | +12.5% |
| 6M | +7.8% | -2.2% | +10.0% | +7.0% |
| YTD | +22.6% | +17.7% | +4.9% | +16.3% |
| 1Y | +44.2% | +26.1% | +18.1% | +34.5% |
| 3Y | +65.8% | +97.1% | -31.3% | +37.0% |
| 5Y | +108.0% | +149.2% | -41.2% | +60.5% |
| 10Y | +209.9% | +385.1% | -175.2% | +94.9% |
| All | +968.7% | +1,025.9% | -57.2% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling