+206,635.5%
CSCO vs AMGN
+60,151.9%
+146,483.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +6.6% | +1.5% | +5.1% | +6.0% |
| 30D | -11.3% | +13.1% | -24.5% | -15.3% |
| 3M | -17.3% | +12.9% | -30.2% | -21.5% |
| 6M | +3.5% | +40.8% | -37.2% | -9.8% |
| YTD | +34.9% | +45.6% | -10.7% | +15.3% |
| 1Y | +40.5% | +42.7% | -2.3% | +20.9% |
| 3Y | +109.3% | +91.2% | +18.1% | +57.2% |
| 5Y | +105.9% | +158.1% | -52.3% | +36.3% |
| 10Y | +335.8% | +322.3% | +13.6% | +136.8% |
| All | +206,635.5% | +60,151.9% | +146,483.6% | +18,480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling