+209.9%
AMGN vs CL
+51.8%
+158.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -9.9% |
| 7D | -10.3% | -1.4% | -8.9% | -9.7% |
| 30D | -3.8% | -5.2% | +1.4% | -1.6% |
| 3M | +14.4% | +3.3% | +11.1% | +12.7% |
| 6M | +7.8% | -4.4% | +12.2% | +9.5% |
| YTD | +22.6% | +13.9% | +8.7% | +15.3% |
| 1Y | +44.2% | +7.6% | +36.6% | +38.7% |
| 3Y | +65.8% | +29.6% | +36.2% | +45.0% |
| 5Y | +108.0% | +28.1% | +79.9% | +81.1% |
| 10Y | +209.9% | +53.4% | +156.5% | +147.4% |
| All | +209.9% | +51.8% | +158.0% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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