+60,958.4%
AMGN vs CHD
+10,220.8%
+50,737.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.1% | -2.7% | +3.8% | +1.8% |
| 30D | +7.8% | -4.6% | +12.5% | +9.2% |
| 3M | +27.3% | +5.0% | +22.2% | +25.4% |
| 6M | +16.8% | -3.2% | +20.0% | +17.6% |
| YTD | +36.3% | +18.6% | +17.7% | +29.8% |
| 1Y | +60.4% | +4.8% | +55.6% | +57.7% |
| 3Y | +86.3% | +6.1% | +80.2% | +81.4% |
| 5Y | +125.7% | +24.0% | +101.7% | +109.3% |
| 10Y | +247.0% | +124.5% | +122.6% | +172.6% |
| All | +60,958.4% | +10,220.8% | +50,737.6% | +17,884.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling