+109.1%
AMGN vs CAG
-42.8%
+151.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.5% |
| 7D | -13.9% | -5.9% | -8.0% | -12.4% |
| 30D | -7.1% | -1.5% | -5.6% | -6.7% |
| 3M | +13.9% | +11.5% | +2.5% | +10.2% |
| 6M | +3.2% | -15.7% | +18.9% | +8.0% |
| YTD | +19.2% | -10.2% | +29.4% | +22.0% |
| 1Y | +41.1% | -18.1% | +59.2% | +48.4% |
| 3Y | +61.3% | -39.4% | +100.7% | +84.0% |
| 5Y | +109.1% | -42.6% | +151.6% | +141.4% |
| All | +109.1% | -42.8% | +151.9% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling