+109.1%
AMGN vs CLX
-37.2%
+146.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -13.9% | -5.9% | -8.0% | -12.7% |
| 30D | -7.1% | -17.0% | +9.9% | -3.4% |
| 3M | +13.9% | -9.6% | +23.5% | +16.2% |
| 6M | +3.2% | -21.5% | +24.8% | +8.1% |
| YTD | +19.2% | -8.8% | +28.1% | +21.3% |
| 1Y | +41.1% | -24.7% | +65.8% | +48.8% |
| 3Y | +61.3% | -35.6% | +96.9% | +74.2% |
| 5Y | +109.1% | -37.6% | +146.7% | +119.4% |
| All | +109.1% | -37.2% | +146.3% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling