+37.2%
AMGN vs CAG
-18.8%
+56.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -13.7% | -5.7% | -8.0% | -12.6% |
| 30D | -8.8% | -2.4% | -6.4% | -8.2% |
| 3M | +7.2% | +9.8% | -2.6% | +5.5% |
| 6M | +1.3% | -10.8% | +12.1% | +3.6% |
| YTD | +17.6% | -10.8% | +28.5% | +21.3% |
| 1Y | +37.2% | -19.0% | +56.1% | +48.5% |
| All | +37.2% | -18.8% | +56.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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