+43.6%
AMGN vs CB
+22.9%
+20.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -11.6% | -0.5% | -11.1% | -11.5% |
| 30D | -5.7% | -3.1% | -2.6% | -5.0% |
| 3M | +14.2% | +4.2% | +10.1% | +13.6% |
| 6M | +5.2% | +4.7% | +0.5% | +4.7% |
| YTD | +22.0% | +8.8% | +13.2% | +21.1% |
| 1Y | +43.6% | +22.6% | +21.0% | +43.1% |
| All | +43.6% | +22.9% | +20.7% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling