+37.5%
CVX vs AMGN
+57.8%
-20.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.4% |
| 7D | +3.3% | +1.1% | +2.2% | +3.4% |
| 30D | +12.9% | +7.8% | +5.0% | +13.7% |
| 3M | +11.7% | +27.3% | -15.5% | +14.5% |
| 6M | +14.1% | +16.8% | -2.7% | +16.4% |
| YTD | +40.7% | +36.3% | +4.4% | +45.3% |
| 1Y | +37.5% | +60.4% | -22.9% | +44.9% |
| All | +37.5% | +57.8% | -20.3% | +44.9% |
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