+108.0%
AMGN vs CI
+40.1%
+67.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.8% | -8.3% | -9.7% |
| 7D | -10.3% | -2.0% | -8.2% | -9.8% |
| 30D | -3.8% | -1.8% | -2.0% | -3.4% |
| 3M | +14.4% | -4.2% | +18.6% | +15.2% |
| 6M | +7.8% | +2.7% | +5.1% | +6.9% |
| YTD | +22.6% | +1.9% | +20.7% | +21.6% |
| 1Y | +44.2% | -6.3% | +50.5% | +44.8% |
| 3Y | +65.8% | +3.9% | +61.9% | +59.9% |
| 5Y | +108.0% | +41.9% | +66.1% | +73.5% |
| All | +108.0% | +40.1% | +67.9% | +73.5% |
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