+1,157.1%
CAT vs AMGN
+210.7%
+946.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +2.9% | -11.6% | +14.6% | +7.6% |
| 30D | -2.6% | -5.7% | +3.0% | -1.0% |
| 3M | -10.7% | +14.2% | -24.9% | -16.2% |
| 6M | +16.1% | +5.2% | +11.0% | +12.6% |
| YTD | +43.2% | +22.0% | +21.2% | +30.3% |
| 1Y | +96.8% | +43.6% | +53.2% | +66.7% |
| 3Y | +201.4% | +65.0% | +136.4% | +133.4% |
| 5Y | +332.7% | +112.0% | +220.6% | +192.7% |
| 10Y | +1,157.1% | +216.6% | +940.6% | +577.2% |
| All | +1,157.1% | +210.7% | +946.4% | +577.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling