+41.1%
AMGN vs CEG
-6.8%
+47.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.2% |
| 7D | -13.9% | +0.3% | -14.2% | -13.9% |
| 30D | -7.1% | +2.9% | -10.0% | -7.2% |
| 3M | +13.9% | +18.2% | -4.3% | +13.4% |
| 6M | +3.2% | -9.5% | +12.8% | +3.5% |
| YTD | +19.2% | -18.7% | +37.9% | +20.8% |
| 1Y | +41.1% | -10.1% | +51.3% | +36.4% |
| All | +41.1% | -6.8% | +47.9% | +36.4% |
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