+158.5%
AMGN vs CBRE
+28.0%
+130.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.2% | -4.6% | +2.5% | -1.2% |
| 30D | +12.1% | +3.0% | +9.1% | +11.4% |
| 3M | +13.6% | -8.7% | +22.4% | +15.6% |
| 6M | +43.9% | -7.9% | +51.8% | +45.8% |
| YTD | +45.9% | -16.3% | +62.2% | +49.9% |
| 1Y | +42.1% | -13.1% | +55.3% | +44.9% |
| 3Y | +91.6% | +83.1% | +8.5% | +68.2% |
| 5Y | +158.5% | +27.7% | +130.8% | +141.2% |
| All | +158.5% | +28.0% | +130.5% | +141.2% |
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