+96.0%
AMGN vs CEG
+703.5%
-607.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -11.6% | +1.3% | -13.0% | -11.7% |
| 30D | -5.7% | +8.8% | -14.5% | -5.8% |
| 3M | +14.2% | +17.0% | -2.8% | +13.9% |
| 6M | +5.2% | -8.7% | +13.9% | +5.3% |
| YTD | +22.0% | -16.4% | +38.4% | +22.3% |
| 1Y | +43.6% | -1.8% | +45.4% | +43.5% |
| 3Y | +65.0% | +175.8% | -110.8% | +53.9% |
| All | +96.0% | +703.5% | -607.5% | +83.1% |
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