+130.8%
AMGN vs CL
+28.4%
+102.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +1.1% | -2.2% | +3.3% | +1.9% |
| 30D | +7.8% | -4.8% | +12.7% | +9.8% |
| 3M | +27.3% | +4.9% | +22.3% | +24.9% |
| 6M | +16.8% | -5.7% | +22.5% | +19.1% |
| YTD | +36.3% | +14.4% | +21.9% | +29.0% |
| 1Y | +60.4% | +8.7% | +51.7% | +54.7% |
| 3Y | +86.3% | +30.0% | +56.4% | +64.2% |
| All | +130.8% | +28.4% | +102.4% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling