+63.6%
AMGN vs CHD
+1.8%
+61.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -11.6% | -4.2% | -7.5% | -10.4% |
| 30D | -5.7% | -7.6% | +1.9% | -3.3% |
| 3M | +14.2% | -1.6% | +15.8% | +14.8% |
| 6M | +5.2% | -6.3% | +11.5% | +7.1% |
| YTD | +22.0% | +14.6% | +7.4% | +17.4% |
| 1Y | +43.6% | +1.6% | +42.0% | +43.0% |
| All | +63.6% | +1.8% | +61.8% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling