+195.5%
AMGN vs CBRE
+407.4%
-211.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.2% | -1.7% |
| 7D | -13.7% | -5.0% | -8.7% | -12.6% |
| 30D | -8.8% | -4.7% | -4.1% | -7.8% |
| 3M | +7.2% | +6.5% | +0.7% | +5.6% |
| 6M | +1.3% | +6.1% | -4.8% | -0.4% |
| YTD | +17.6% | -12.6% | +30.3% | +20.3% |
| 1Y | +37.2% | -15.3% | +52.5% | +41.1% |
| 3Y | +57.7% | +64.6% | -6.9% | +37.7% |
| 5Y | +106.3% | +45.0% | +61.3% | +82.2% |
| All | +195.5% | +407.4% | -211.9% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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