+1,907.2%
CVS vs AMGN
+63,747.9%
-61,840.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +4.0% | +1.1% | +2.8% | +3.7% |
| 30D | -2.4% | +7.8% | -10.2% | -3.9% |
| 3M | +2.7% | +27.3% | -24.6% | -2.4% |
| 6M | +21.9% | +16.8% | +5.0% | +17.8% |
| YTD | +24.7% | +36.3% | -11.6% | +16.6% |
| 1Y | +35.4% | +60.4% | -25.0% | +22.2% |
| 3Y | +65.2% | +86.3% | -21.2% | +43.2% |
| 5Y | +30.5% | +125.7% | -95.1% | +8.6% |
| 10Y | +40.4% | +247.0% | -206.7% | +7.4% |
| All | +1,907.2% | +63,747.9% | -61,840.7% | +509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling