+199.6%
AMGN vs CME
+280.4%
-80.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -13.9% | -2.4% | -11.5% | -13.3% |
| 30D | -7.1% | +6.2% | -13.3% | -8.7% |
| 3M | +13.9% | +4.4% | +9.5% | +12.3% |
| 6M | +3.2% | -9.6% | +12.9% | +5.7% |
| YTD | +19.2% | +3.8% | +15.5% | +16.9% |
| 1Y | +41.1% | +9.5% | +31.6% | +35.8% |
| 3Y | +61.3% | +51.9% | +9.4% | +38.4% |
| 5Y | +109.1% | +78.7% | +30.3% | +66.5% |
| All | +199.6% | +280.4% | -80.8% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling