+112.0%
AMGN vs CBRE
+42.7%
+69.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -11.6% | -1.7% | -10.0% | -11.3% |
| 30D | -5.7% | -3.0% | -2.7% | -5.1% |
| 3M | +14.2% | +2.6% | +11.6% | +13.6% |
| 6M | +5.2% | +2.0% | +3.2% | +4.5% |
| YTD | +22.0% | -13.1% | +35.1% | +24.6% |
| 1Y | +43.6% | -13.8% | +57.5% | +46.8% |
| 3Y | +65.0% | +63.9% | +1.1% | +47.5% |
| 5Y | +112.0% | +42.3% | +69.7% | +91.6% |
| All | +112.0% | +42.7% | +69.4% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling