+95.4%
CAT vs AMGN
+57.8%
+37.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | -6.6% | +7.8% | -14.4% | -8.2% |
| 3M | -13.3% | +27.3% | -40.5% | -18.8% |
| 6M | +11.6% | +16.8% | -5.2% | +5.9% |
| YTD | +42.9% | +36.3% | +6.6% | +33.3% |
| 1Y | +95.4% | +60.4% | +35.0% | +75.9% |
| All | +95.4% | +57.8% | +37.6% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling