+60,958.4%
AMGN vs CL
+4,870.0%
+56,088.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.0% |
| YTD | +36.3% | +14.4% | +21.9% | +29.1% |
| 1Y | +60.4% | +8.7% | +51.7% | +54.5% |
| 3Y | +86.3% | +30.0% | +56.4% | +66.9% |
| 5Y | +125.7% | +28.4% | +97.3% | +101.9% |
| 10Y | +247.0% | +50.1% | +196.9% | +188.5% |
| All | +60,958.4% | +4,870.0% | +56,088.4% | +12,138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling