+91.5%
CSCO vs AMGN
+156.1%
-64.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.7% |
| 30D | -15.8% | +9.3% | -25.1% | -17.1% |
| 3M | -15.4% | +12.1% | -27.5% | -17.3% |
| 6M | -5.4% | +40.3% | -45.7% | -11.9% |
| YTD | +26.5% | +45.2% | -18.7% | +16.4% |
| 1Y | +25.9% | +42.4% | -16.6% | +16.3% |
| 3Y | +97.5% | +91.0% | +6.5% | +64.8% |
| All | +91.5% | +156.1% | -64.6% | +39.9% |
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