+108.0%
AMGN vs CB
+98.8%
+9.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.6% | -9.6% |
| 7D | -10.3% | -0.6% | -9.6% | -10.1% |
| 30D | -3.8% | -3.9% | +0.1% | -2.6% |
| 3M | +14.4% | +4.9% | +9.5% | +12.7% |
| 6M | +7.8% | +3.3% | +4.6% | +6.6% |
| YTD | +22.6% | +8.5% | +14.1% | +19.4% |
| 1Y | +44.2% | +22.1% | +22.2% | +35.5% |
| 3Y | +65.8% | +70.1% | -4.3% | +40.0% |
| 5Y | +108.0% | +97.4% | +10.6% | +63.9% |
| All | +108.0% | +98.8% | +9.1% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling