+320.6%
AMGN vs CF
+481.7%
-161.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +0.9% | +4.8% | -3.9% | +0.3% |
| 30D | +12.1% | +9.7% | +2.4% | +10.9% |
| 3M | +12.2% | +1.2% | +10.9% | +11.7% |
| 6M | +42.1% | +7.4% | +34.8% | +40.3% |
| YTD | +45.0% | +60.5% | -15.5% | +34.4% |
| 1Y | +47.7% | +50.7% | -3.0% | +38.0% |
| 3Y | +90.4% | +64.8% | +25.6% | +73.6% |
| 5Y | +154.9% | +115.8% | +39.1% | +115.1% |
| All | +320.6% | +481.7% | -161.1% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling