+31.5%
AMGN vs CHYM
-23.3%
+54.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -13.7% | -2.3% | -11.4% | -13.6% |
| 30D | -8.8% | +4.4% | -13.2% | -8.9% |
| 3M | +7.2% | +91.3% | -84.1% | +5.3% |
| 6M | +1.3% | +44.0% | -42.7% | 0.0% |
| YTD | +17.6% | +31.1% | -13.5% | +16.3% |
| 1Y | +37.2% | +37.8% | -0.7% | +33.3% |
| All | +31.5% | -23.3% | +54.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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