+195.5%
AMGN vs CLX
-3.7%
+199.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -13.7% | -5.7% | -8.0% | -12.4% |
| 30D | -8.8% | -17.0% | +8.2% | -4.7% |
| 3M | +7.2% | -9.7% | +16.9% | +9.7% |
| 6M | +1.3% | -19.8% | +21.1% | +6.2% |
| YTD | +17.6% | -9.8% | +27.5% | +20.0% |
| 1Y | +37.2% | -26.2% | +63.3% | +46.3% |
| 3Y | +57.7% | -36.2% | +93.9% | +72.8% |
| 5Y | +106.3% | -38.3% | +144.6% | +123.6% |
| All | +195.5% | -3.7% | +199.2% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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