+60.4%
CVS vs AMGN
+319.8%
-259.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +6.6% | +1.1% | +5.4% | +6.1% |
| 30D | -0.4% | +9.3% | -9.7% | -4.0% |
| 3M | -5.3% | +12.1% | -17.4% | -10.0% |
| 6M | -7.7% | +40.3% | -48.0% | -19.9% |
| YTD | +16.0% | +45.2% | -29.1% | -1.4% |
| 1Y | +16.2% | +42.4% | -26.2% | -0.7% |
| 3Y | +47.6% | +91.0% | -43.5% | +7.7% |
| 5Y | +12.3% | +157.4% | -145.0% | -30.3% |
| All | +60.4% | +319.8% | -259.4% | -16.4% |
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