+154.5%
AMGN vs CL
+39.7%
+114.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | +11.5% | +11.4% | +0.1% | +7.0% |
| 3M | +14.4% | +4.4% | +10.0% | +12.4% |
| 6M | +40.9% | +10.8% | +30.1% | +35.3% |
| YTD | +43.5% | +25.1% | +18.4% | +31.4% |
| 1Y | +49.9% | +28.0% | +22.0% | +36.0% |
| 3Y | +84.6% | +37.6% | +47.0% | +59.8% |
| All | +154.5% | +39.7% | +114.8% | +113.5% |
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