+199.6%
AMGN vs CG
+321.9%
-122.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.9% |
| 7D | -13.9% | -9.8% | -4.1% | -12.5% |
| 30D | -7.1% | -10.3% | +3.2% | -5.7% |
| 3M | +13.9% | -1.7% | +15.6% | +14.0% |
| 6M | +3.2% | -9.8% | +13.1% | +4.5% |
| YTD | +19.2% | -25.6% | +44.8% | +23.7% |
| 1Y | +41.1% | -32.5% | +73.7% | +48.3% |
| 3Y | +61.3% | +45.6% | +15.7% | +45.9% |
| 5Y | +109.1% | +3.7% | +105.4% | +95.9% |
| All | +199.6% | +321.9% | -122.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling