+359.9%
CSCO vs AMGN
+210.3%
+149.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | -1.1% | -13.9% | +12.8% | +4.2% |
| 30D | -10.8% | -7.1% | -3.6% | -8.7% |
| 3M | -9.2% | +13.9% | -23.1% | -14.3% |
| 6M | +39.5% | +3.2% | +36.3% | +36.4% |
| YTD | +41.5% | +19.2% | +22.3% | +30.0% |
| 1Y | +61.0% | +41.1% | +19.8% | +37.2% |
| 3Y | +105.2% | +61.3% | +43.9% | +58.9% |
| 5Y | +113.4% | +109.1% | +4.4% | +42.6% |
| All | +359.9% | +210.3% | +149.6% | +161.6% |
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