+15,889.9%
AMGN vs CB
+7,007.0%
+8,882.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | +12.1% | +6.5% | +5.6% | +10.2% |
| 3M | +13.9% | +4.1% | +9.8% | +12.5% |
| 6M | +42.1% | +14.4% | +27.7% | +36.6% |
| YTD | +45.0% | +17.5% | +27.5% | +38.2% |
| 1Y | +49.3% | +27.5% | +21.8% | +39.0% |
| 3Y | +92.8% | +71.6% | +21.2% | +63.7% |
| 5Y | +156.7% | +100.6% | +56.1% | +106.8% |
| 10Y | +328.1% | +243.0% | +85.1% | +187.8% |
| All | +15,889.9% | +7,007.0% | +8,882.9% | +5,384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling