+158.1%
AMGN vs CG
-21.9%
+180.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +1.6% |
| 30D | +13.1% | +5.7% | +7.4% | +12.5% |
| 3M | +12.9% | -17.9% | +30.8% | +15.1% |
| 6M | +40.8% | -20.2% | +61.0% | +43.7% |
| YTD | +45.6% | -32.0% | +77.6% | +50.5% |
| 1Y | +42.7% | -27.0% | +69.8% | +46.4% |
| 3Y | +91.2% | +42.8% | +48.4% | +80.4% |
| 5Y | +158.1% | -23.4% | +181.6% | +164.4% |
| All | +158.1% | -21.9% | +180.1% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling