+674.0%
CAT vs AMGN
+316.8%
+357.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | +0.9% | -7.2% | -6.6% |
| 30D | -26.8% | +12.1% | -38.9% | -30.1% |
| 3M | -30.0% | +12.2% | -42.2% | -33.7% |
| 6M | -34.6% | +42.1% | -76.7% | -44.0% |
| YTD | +2.9% | +45.0% | -42.1% | -12.9% |
| 1Y | +3.3% | +47.7% | -44.5% | -13.4% |
| 3Y | +153.7% | +90.4% | +63.3% | +84.9% |
| 5Y | +207.3% | +154.9% | +52.4% | +91.1% |
| 10Y | +674.0% | +313.6% | +360.4% | +296.2% |
| All | +674.0% | +316.8% | +357.2% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling