+57.7%
AMGN vs CFG
+186.7%
-129.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.6% |
| 7D | -13.7% | -0.4% | -13.3% | -13.6% |
| 30D | -8.8% | -4.6% | -4.2% | -7.9% |
| 3M | +7.2% | +6.7% | +0.5% | +5.6% |
| 6M | +1.3% | +22.1% | -20.8% | -3.0% |
| YTD | +17.6% | +23.2% | -5.5% | +12.4% |
| 1Y | +37.2% | +40.3% | -3.1% | +27.5% |
| 3Y | +57.7% | +187.9% | -130.1% | +24.4% |
| All | +57.7% | +186.7% | -129.0% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling