+63.6%
AMGN vs CG
+48.1%
+15.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | -11.6% | -6.4% | -5.2% | -11.0% |
| 30D | -5.7% | -7.1% | +1.4% | -4.9% |
| 3M | +14.2% | -1.6% | +15.8% | +14.3% |
| 6M | +5.2% | -8.3% | +13.5% | +6.0% |
| YTD | +22.0% | -23.8% | +45.8% | +25.0% |
| 1Y | +43.6% | -28.7% | +72.4% | +47.9% |
| All | +63.6% | +48.1% | +15.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling