+37.2%
AMGN vs CHD
+2.3%
+34.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -13.7% | -4.5% | -9.2% | -12.3% |
| 30D | -8.8% | -6.7% | -2.1% | -6.8% |
| 3M | +7.2% | -2.7% | +9.9% | +8.3% |
| 6M | +1.3% | -4.9% | +6.2% | +2.7% |
| YTD | +17.6% | +13.3% | +4.3% | +16.2% |
| 1Y | +37.2% | +1.0% | +36.2% | +39.5% |
| All | +37.2% | +2.3% | +34.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling