+868.6%
AMGN vs CG
+282.0%
+586.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | +9.3% | +11.2% | -1.9% | +7.3% |
| 3M | +12.1% | -22.1% | +34.2% | +16.8% |
| 6M | +40.3% | -17.9% | +58.2% | +44.4% |
| YTD | +45.2% | -31.3% | +76.5% | +53.3% |
| 1Y | +42.4% | -24.0% | +66.4% | +47.6% |
| 3Y | +91.0% | +45.0% | +46.1% | +70.5% |
| 5Y | +157.4% | -22.6% | +180.0% | +153.5% |
| 10Y | +321.0% | +282.1% | +38.9% | +172.3% |
| All | +868.6% | +282.0% | +586.6% | +530.9% |
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