+360.1%
AMGN vs CFG
+358.2%
+1.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | +12.1% | +2.8% | +9.4% | +11.5% |
| 3M | +12.2% | -10.1% | +22.3% | +14.5% |
| 6M | +42.1% | +3.2% | +39.0% | +40.9% |
| YTD | +45.0% | +14.2% | +30.9% | +40.7% |
| 1Y | +47.7% | +27.4% | +20.3% | +40.1% |
| 3Y | +90.4% | +187.6% | -97.2% | +50.6% |
| 5Y | +154.9% | +65.7% | +89.2% | +120.3% |
| 10Y | +313.6% | +219.7% | +93.9% | +174.2% |
| All | +360.1% | +358.2% | +1.9% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling