+65,270.7%
AMGN vs CI
+8,152.1%
+57,118.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | +12.1% | +6.4% | +5.7% | +10.4% |
| 3M | +13.6% | +10.7% | +3.0% | +10.9% |
| 6M | +43.9% | +5.5% | +38.5% | +41.7% |
| YTD | +45.9% | +11.4% | +34.6% | +41.4% |
| 1Y | +42.1% | +15.0% | +27.1% | +36.6% |
| 3Y | +91.6% | +9.0% | +82.6% | +82.3% |
| 5Y | +158.5% | +52.0% | +106.6% | +124.3% |
| 10Y | +323.2% | +150.9% | +172.3% | +214.9% |
| All | +65,270.7% | +8,152.1% | +57,118.6% | +16,033.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling