+4,942.5%
CVX vs AMGN
+67,900.9%
-62,958.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | +1.1% | +2.3% | +3.2% |
| 30D | -1.0% | +9.3% | -10.3% | -2.5% |
| 3M | +12.2% | +12.1% | +0.1% | +9.7% |
| 6M | +20.3% | +40.3% | -19.9% | +13.1% |
| YTD | +48.3% | +45.2% | +3.1% | +38.0% |
| 1Y | +46.9% | +42.4% | +4.5% | +37.1% |
| 3Y | +73.1% | +91.0% | -17.9% | +52.2% |
| 5Y | +135.2% | +157.4% | -22.1% | +95.3% |
| 10Y | +214.4% | +321.0% | -106.6% | +141.2% |
| All | +4,942.5% | +67,900.9% | -62,958.4% | +2,448.9% |
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 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