+170.6%
CVX vs AMGN
+106.4%
+64.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | +0.7% | -13.9% | +14.6% | +2.4% |
| 30D | +9.1% | -7.1% | +16.3% | +9.9% |
| 3M | +13.1% | +13.9% | -0.8% | +10.9% |
| 6M | +16.3% | +3.2% | +13.0% | +15.5% |
| YTD | +43.5% | +19.2% | +24.3% | +39.1% |
| 1Y | +40.2% | +41.1% | -1.0% | +31.5% |
| 3Y | +44.2% | +61.3% | -17.0% | +31.8% |
| 5Y | +170.6% | +109.1% | +61.6% | +137.9% |
| All | +170.6% | +106.4% | +64.2% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling