+219.2%
CVX vs AMGN
+206.2%
+13.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +2.6% | -13.7% | +16.3% | +6.8% |
| 30D | +9.8% | -8.8% | +18.6% | +12.4% |
| 3M | +16.2% | +7.2% | +9.0% | +13.2% |
| 6M | +13.6% | +1.3% | +12.4% | +12.2% |
| YTD | +44.4% | +17.6% | +26.7% | +35.3% |
| 1Y | +40.6% | +37.2% | +3.4% | +24.5% |
| 3Y | +48.2% | +57.7% | -9.6% | +21.9% |
| 5Y | +172.3% | +106.3% | +66.0% | +96.9% |
| All | +219.2% | +206.2% | +13.0% | +111.1% |
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