+199.6%
AMGN vs CFG
+311.8%
-112.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -13.9% | -1.7% | -12.2% | -13.6% |
| 30D | -7.1% | -4.6% | -2.5% | -6.4% |
| 3M | +13.9% | +7.9% | +6.0% | +12.3% |
| 6M | +3.2% | +19.9% | -16.6% | -0.2% |
| YTD | +19.2% | +21.7% | -2.5% | +14.8% |
| 1Y | +41.1% | +38.4% | +2.7% | +32.5% |
| 3Y | +61.3% | +187.0% | -125.7% | +30.9% |
| 5Y | +109.1% | +99.5% | +9.5% | +77.3% |
| All | +199.6% | +311.8% | -112.3% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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