+33.3%
AMGN vs CHYM
-24.0%
+57.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -2.1% |
| 7D | -13.9% | -2.9% | -11.0% | -13.8% |
| 30D | -7.1% | +3.0% | -10.1% | -7.2% |
| 3M | +13.9% | +98.7% | -84.8% | +11.7% |
| 6M | +3.2% | +46.4% | -43.2% | +1.9% |
| YTD | +19.2% | +29.8% | -10.6% | +17.9% |
| 1Y | +41.1% | +40.5% | +0.7% | +37.2% |
| All | +33.3% | -24.0% | +57.3% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling