+91.0%
AMGN vs CL
+40.9%
+50.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | +1.1% | +3.2% | -2.1% | 0.0% |
| 30D | +9.3% | +8.0% | +1.2% | +6.3% |
| 3M | +12.1% | +7.9% | +4.2% | +9.0% |
| 6M | +40.3% | +14.7% | +25.5% | +33.5% |
| YTD | +45.2% | +29.2% | +16.0% | +32.7% |
| 1Y | +42.4% | +29.5% | +12.9% | +30.0% |
| 3Y | +91.0% | +40.7% | +50.4% | +62.0% |
| All | +91.0% | +40.9% | +50.1% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling