+5.6%
CVS vs AMGN
+64.6%
-59.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.7% | -16.3% | -12.8% |
| 7D | -11.1% | +5.9% | -17.0% | -11.7% |
| 30D | -7.4% | +18.7% | -26.2% | -9.4% |
| 3M | -22.9% | +23.4% | -46.3% | -24.9% |
| 6M | -1.2% | +49.7% | -50.9% | -6.3% |
| YTD | +3.9% | +49.2% | -45.3% | -0.5% |
| 1Y | +5.6% | +65.7% | -60.2% | -2.0% |
| All | +5.6% | +64.6% | -59.1% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling