+60.4%
AMGN vs CEG
-3.0%
+63.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.4% | -1.6% |
| 7D | +1.1% | +8.0% | -6.9% | +1.0% |
| 30D | +7.8% | +12.9% | -5.1% | +7.7% |
| 3M | +27.3% | +13.2% | +14.1% | +27.0% |
| 6M | +16.8% | -7.0% | +23.8% | +17.0% |
| YTD | +36.3% | -15.0% | +51.3% | +37.8% |
| 1Y | +60.4% | -2.7% | +63.2% | +55.5% |
| All | +60.4% | -3.0% | +63.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling