+96.3%
CAT vs AMGN
+43.8%
+52.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.1% | +11.1% | +2.8% |
| 7D | +5.6% | -10.3% | +15.8% | +7.4% |
| 30D | -2.3% | -3.8% | +1.4% | -2.3% |
| 3M | -10.0% | +14.4% | -24.4% | -14.3% |
| 6M | +21.2% | +7.8% | +13.4% | +16.5% |
| YTD | +44.4% | +22.6% | +21.9% | +37.0% |
| 1Y | +96.3% | +44.2% | +52.1% | +79.8% |
| All | +96.3% | +43.8% | +52.5% | +79.8% |
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