+753.4%
AMGN vs CF
+5,315.1%
-4,561.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.9% |
| 30D | +11.5% | +4.3% | +7.1% | +10.7% |
| 3M | +14.4% | +2.8% | +11.6% | +13.6% |
| 6M | +40.9% | +0.6% | +40.3% | +39.9% |
| YTD | +43.5% | +56.6% | -13.1% | +32.6% |
| 1Y | +49.9% | +49.6% | +0.3% | +39.3% |
| 3Y | +84.6% | +61.5% | +23.1% | +67.6% |
| 5Y | +151.6% | +124.0% | +27.7% | +111.4% |
| 10Y | +358.2% | +573.2% | -215.0% | +210.2% |
| All | +753.4% | +5,315.1% | -4,561.8% | +324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling