+41.0%
CVS vs AMGN
+210.3%
-169.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.8% |
| 7D | -2.0% | -13.9% | +11.9% | +3.5% |
| 30D | +1.9% | -7.1% | +9.1% | +4.4% |
| 3M | -2.2% | +13.9% | -16.1% | -7.8% |
| 6M | +26.7% | +3.2% | +23.5% | +24.0% |
| YTD | +22.9% | +19.2% | +3.6% | +12.8% |
| 1Y | +32.9% | +41.1% | -8.2% | +13.2% |
| 3Y | +62.3% | +61.3% | +1.0% | +26.0% |
| 5Y | +34.2% | +109.1% | -74.8% | -9.4% |
| All | +41.0% | +210.3% | -169.3% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling