+65.7%
AMGN vs CF
+35.9%
+29.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.1% | +3.4% |
| 7D | +5.9% | -6.9% | +12.8% | +5.3% |
| 30D | +18.7% | -3.7% | +22.5% | +18.4% |
| 3M | +23.4% | -5.0% | +28.4% | +23.2% |
| 6M | +49.7% | -10.5% | +60.2% | +48.7% |
| YTD | +49.2% | +46.5% | +2.7% | +50.8% |
| 1Y | +65.7% | +34.8% | +30.9% | +71.6% |
| All | +65.7% | +35.9% | +29.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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