+54,805.5%
AMGN vs CLX
+2,347.6%
+52,457.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -9.6% |
| 7D | -10.3% | -3.5% | -6.7% | -9.3% |
| 30D | -3.8% | -11.9% | +8.1% | -0.4% |
| 3M | +14.4% | -2.6% | +17.0% | +14.9% |
| 6M | +7.8% | -18.2% | +26.0% | +13.2% |
| YTD | +22.6% | -5.9% | +28.5% | +23.8% |
| 1Y | +44.2% | -23.8% | +68.0% | +53.8% |
| 3Y | +65.8% | -33.6% | +99.4% | +81.7% |
| 5Y | +108.0% | -35.7% | +143.7% | +125.3% |
| 10Y | +209.9% | -2.5% | +212.4% | +189.7% |
| All | +54,805.5% | +2,347.6% | +52,457.9% | +19,810.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling