-5.4%
CSCO vs AMGN
+42.0%
-47.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.9% |
| 30D | -15.8% | +9.3% | -25.1% | -14.9% |
| 3M | -15.4% | +12.1% | -27.5% | -13.8% |
| 6M | -5.4% | +40.3% | -45.7% | -1.1% |
| All | -5.4% | +42.0% | -47.4% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling