+154.9%
AMGN vs CI
+53.6%
+101.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | +0.9% | +2.6% | -1.7% | +0.3% |
| 30D | +12.1% | +7.3% | +4.8% | +10.5% |
| 3M | +12.2% | +9.5% | +2.7% | +10.0% |
| 6M | +42.1% | +6.4% | +35.7% | +39.9% |
| YTD | +45.0% | +12.0% | +33.0% | +41.0% |
| 1Y | +47.7% | +20.1% | +27.6% | +41.6% |
| 3Y | +90.4% | +9.6% | +80.8% | +82.6% |
| 5Y | +154.9% | +52.7% | +102.2% | +113.6% |
| All | +154.9% | +53.6% | +101.3% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling