+108.0%
AMGN vs CFG
+100.9%
+7.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.1% | -9.0% | -9.9% |
| 7D | -10.3% | +2.7% | -12.9% | -10.6% |
| 30D | -3.8% | -3.7% | -0.1% | -3.2% |
| 3M | +14.4% | +9.5% | +4.9% | +12.5% |
| 6M | +7.8% | +22.2% | -14.4% | +4.1% |
| YTD | +22.6% | +22.3% | +0.3% | +18.2% |
| 1Y | +44.2% | +39.4% | +4.8% | +35.9% |
| 3Y | +65.8% | +188.5% | -122.7% | +37.8% |
| 5Y | +108.0% | +101.5% | +6.4% | +78.8% |
| All | +108.0% | +100.9% | +7.0% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling