+809.5%
AMGN vs CG
+351.2%
+458.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | +1.1% | -4.3% | +5.4% | +1.8% |
| 30D | +7.8% | -5.1% | +12.9% | +8.7% |
| 3M | +27.3% | +8.7% | +18.6% | +25.1% |
| 6M | +16.8% | -9.2% | +26.1% | +18.2% |
| YTD | +36.3% | -18.9% | +55.2% | +40.1% |
| 1Y | +60.4% | -25.6% | +86.1% | +66.8% |
| 3Y | +86.3% | +57.3% | +29.1% | +64.3% |
| 5Y | +125.7% | +10.2% | +115.5% | +107.1% |
| 10Y | +247.0% | +364.2% | -117.2% | +116.9% |
| All | +809.5% | +351.2% | +458.3% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling