+42.1%
AMGN vs CFG
+28.5%
+13.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | +12.1% | +3.1% | +9.0% | +11.3% |
| 3M | +13.6% | -9.7% | +23.4% | +16.3% |
| 6M | +43.9% | +6.7% | +37.2% | +40.7% |
| YTD | +45.9% | +15.2% | +30.8% | +39.9% |
| 1Y | +42.1% | +28.8% | +13.4% | +33.5% |
| All | +42.1% | +28.5% | +13.6% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling