+114.8%
CSCO vs AMGN
+107.3%
+7.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | 0.0% | -11.6% | +11.6% | +2.3% |
| 30D | -10.7% | -5.7% | -5.1% | -9.9% |
| 3M | -8.7% | +14.2% | -23.0% | -11.7% |
| 6M | +44.9% | +5.2% | +39.7% | +42.7% |
| YTD | +44.1% | +22.0% | +22.1% | +36.8% |
| 1Y | +65.9% | +43.6% | +22.2% | +50.6% |
| 3Y | +109.0% | +65.0% | +44.0% | +77.4% |
| 5Y | +114.8% | +112.0% | +2.7% | +61.6% |
| All | +114.8% | +107.3% | +7.4% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling