+55.6%
CVS vs AMGN
+65.8%
-10.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.9% | -11.6% | +9.7% | +0.3% |
| 30D | -0.3% | -5.7% | +5.4% | +0.6% |
| 3M | -1.1% | +14.2% | -15.3% | -4.1% |
| 6M | +23.7% | +5.2% | +18.5% | +21.8% |
| YTD | +23.0% | +22.0% | +1.0% | +17.4% |
| 1Y | +37.2% | +43.6% | -6.5% | +26.0% |
| All | +55.6% | +65.8% | -10.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling