+110.7%
CSCO vs AMGN
+92.3%
+18.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +6.6% | +1.5% | +5.1% | +6.4% |
| 30D | -11.3% | +13.1% | -24.5% | -12.6% |
| 3M | -17.3% | +12.9% | -30.2% | -18.6% |
| 6M | +3.5% | +40.8% | -37.2% | -1.5% |
| YTD | +34.9% | +45.6% | -10.7% | +27.3% |
| 1Y | +40.5% | +42.7% | -2.3% | +33.1% |
| All | +110.7% | +92.3% | +18.4% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling