+130.8%
AMGN vs CF
+227.0%
-96.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.4% |
| 7D | +1.1% | +6.0% | -4.9% | +0.9% |
| 30D | +7.8% | +14.8% | -7.0% | +7.2% |
| 3M | +27.3% | +14.1% | +13.2% | +26.5% |
| 6M | +16.8% | +28.5% | -11.7% | +14.7% |
| YTD | +36.3% | +74.9% | -38.6% | +30.8% |
| 1Y | +60.4% | +61.7% | -1.3% | +54.6% |
| 3Y | +86.3% | +80.3% | +6.0% | +77.1% |
| All | +130.8% | +227.0% | -96.2% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling