+65.7%
AMGN vs CME
+19.8%
+46.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.7% |
| 7D | +5.9% | +4.8% | +1.1% | +5.7% |
| 30D | +18.7% | +14.2% | +4.6% | +18.3% |
| 3M | +23.4% | +17.9% | +5.5% | +22.9% |
| 6M | +49.7% | +7.2% | +42.5% | +48.1% |
| YTD | +49.2% | +16.7% | +32.4% | +47.6% |
| 1Y | +65.7% | +19.6% | +46.2% | +64.0% |
| All | +65.7% | +19.8% | +46.0% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling