+52,596.3%
AMGN vs CAG
+564.8%
+52,031.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -13.7% | -5.7% | -8.0% | -12.3% |
| 30D | -8.8% | -2.4% | -6.4% | -8.2% |
| 3M | +7.2% | +9.8% | -2.6% | +4.3% |
| 6M | +1.3% | -10.8% | +12.1% | +3.9% |
| YTD | +17.6% | -10.8% | +28.5% | +20.2% |
| 1Y | +37.2% | -19.0% | +56.1% | +43.6% |
| 3Y | +57.7% | -39.7% | +97.4% | +77.1% |
| 5Y | +106.3% | -43.0% | +149.2% | +133.2% |
| 10Y | +205.3% | -36.0% | +241.3% | +219.4% |
| All | +52,596.3% | +564.8% | +52,031.5% | +22,943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling