+1,083.1%
AMGN vs CBRE
+2,234.5%
-1,151.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | +7.8% | -2.2% | +10.0% | +8.1% |
| 3M | +27.3% | +12.9% | +14.3% | +24.9% |
| 6M | +16.8% | +4.3% | +12.5% | +15.8% |
| YTD | +36.3% | -8.0% | +44.4% | +37.3% |
| 1Y | +60.4% | -8.6% | +69.0% | +61.6% |
| 3Y | +86.3% | +71.9% | +14.5% | +70.0% |
| 5Y | +125.7% | +50.0% | +75.7% | +107.6% |
| 10Y | +247.0% | +390.1% | -143.0% | +164.2% |
| All | +1,083.1% | +2,234.5% | -1,151.3% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling