+42.7%
AMGN vs CF
+53.7%
-11.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | +1.5% | +5.4% | -3.9% | +2.0% |
| 30D | +13.1% | +6.5% | +6.6% | +14.0% |
| 3M | +12.9% | +4.6% | +8.3% | +13.8% |
| 6M | +40.8% | -3.3% | +44.1% | +40.6% |
| YTD | +45.6% | +63.9% | -18.3% | +53.6% |
| 1Y | +42.7% | +50.4% | -7.7% | +52.0% |
| All | +42.7% | +53.7% | -11.0% | +52.0% |
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