+16.2%
CVS vs AMGN
+41.6%
-25.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +6.6% | +1.1% | +5.4% | +6.5% |
| 30D | -0.4% | +9.3% | -9.7% | -1.6% |
| 3M | -5.3% | +12.1% | -17.4% | -6.7% |
| 6M | -7.7% | +40.3% | -48.0% | -11.8% |
| YTD | +16.0% | +45.2% | -29.1% | +12.7% |
| 1Y | +16.2% | +42.4% | -26.2% | +12.8% |
| All | +16.2% | +41.6% | -25.4% | +12.8% |
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 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