+134.5%
AMGN vs CEG
+651.0%
-516.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | -2.2% | +11.8% | -14.0% | -2.3% |
| 30D | +12.1% | -6.5% | +18.6% | +12.2% |
| 3M | +13.6% | -1.2% | +14.8% | +13.6% |
| 6M | +43.9% | -8.0% | +52.0% | +44.0% |
| YTD | +45.9% | -21.9% | +67.8% | +46.4% |
| 1Y | +42.1% | -21.4% | +63.6% | +42.6% |
| 3Y | +91.6% | +130.0% | -38.4% | +79.8% |
| All | +134.5% | +651.0% | -516.6% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling