+313.6%
AMGN vs CB
+246.9%
+66.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +12.1% | +8.2% | +4.0% | +9.3% |
| 3M | +12.2% | +6.3% | +5.9% | +9.9% |
| 6M | +42.1% | +16.2% | +26.0% | +34.9% |
| YTD | +45.0% | +19.3% | +25.7% | +36.3% |
| 1Y | +47.7% | +29.2% | +18.5% | +35.1% |
| 3Y | +90.4% | +71.4% | +19.0% | +56.8% |
| 5Y | +154.9% | +104.2% | +50.7% | +95.2% |
| 10Y | +313.6% | +246.7% | +66.9% | +174.7% |
| All | +313.6% | +246.9% | +66.7% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling