+710.4%
AMGN vs CF
+5,948.3%
-5,237.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.1% |
| 7D | +1.1% | +6.0% | -4.9% | +0.3% |
| 30D | +7.8% | +14.8% | -7.0% | +5.8% |
| 3M | +27.3% | +14.1% | +13.2% | +24.7% |
| 6M | +16.8% | +28.5% | -11.7% | +11.6% |
| YTD | +36.3% | +74.9% | -38.6% | +24.4% |
| 1Y | +60.4% | +61.7% | -1.3% | +47.7% |
| 3Y | +86.3% | +80.3% | +6.0% | +67.0% |
| 5Y | +125.7% | +226.0% | -100.3% | +79.4% |
| 10Y | +247.0% | +569.9% | -322.8% | +135.6% |
| All | +710.4% | +5,948.3% | -5,237.9% | +297.9% |
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