+360.1%
AMGN vs CFG
+360.2%
-0.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +12.1% | +3.2% | +8.9% | +11.4% |
| 3M | +13.9% | -9.7% | +23.6% | +16.1% |
| 6M | +42.1% | +3.6% | +38.5% | +40.8% |
| YTD | +45.0% | +14.7% | +30.4% | +40.5% |
| 1Y | +49.3% | +29.6% | +19.8% | +41.1% |
| 3Y | +92.8% | +190.6% | -97.8% | +52.1% |
| 5Y | +156.7% | +67.1% | +89.7% | +121.5% |
| 10Y | +328.1% | +237.0% | +91.1% | +178.0% |
| All | +360.1% | +360.2% | -0.1% | +155.7% |
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