+216.6%
AMGN vs CI
+143.6%
+73.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -11.6% | -1.1% | -10.5% | -11.3% |
| 30D | -5.7% | +0.5% | -6.1% | -5.8% |
| 3M | +14.2% | -5.2% | +19.4% | +15.7% |
| 6M | +5.2% | +4.3% | +0.9% | +3.5% |
| YTD | +22.0% | +2.8% | +19.2% | +20.2% |
| 1Y | +43.6% | -5.8% | +49.4% | +44.0% |
| 3Y | +65.0% | +4.7% | +60.3% | +56.2% |
| 5Y | +112.0% | +42.7% | +69.4% | +77.3% |
| 10Y | +216.6% | +141.0% | +75.6% | +107.3% |
| All | +216.6% | +143.6% | +73.0% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling