+25,808.1%
CAT vs AMGN
+63,747.9%
-37,939.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | -6.6% | +7.8% | -14.4% | -8.2% |
| 3M | -13.3% | +27.3% | -40.5% | -18.1% |
| 6M | +11.6% | +16.8% | -5.2% | +7.5% |
| YTD | +42.9% | +36.3% | +6.6% | +32.8% |
| 1Y | +95.4% | +60.4% | +35.0% | +74.7% |
| 3Y | +196.6% | +86.3% | +110.2% | +154.1% |
| 5Y | +321.7% | +125.7% | +196.0% | +244.6% |
| 10Y | +1,140.8% | +247.0% | +893.8% | +821.9% |
| All | +25,808.1% | +63,747.9% | -37,939.8% | +8,579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling