+160.1%
AMGN vs CME
+74.8%
+85.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.1% | +3.9% | -2.8% | +0.6% |
| 30D | +9.3% | +11.3% | -2.1% | +7.7% |
| 3M | +12.1% | +19.6% | -7.5% | +9.4% |
| 6M | +40.3% | +8.1% | +32.2% | +38.7% |
| YTD | +45.2% | +20.4% | +24.8% | +40.8% |
| 1Y | +42.4% | +16.5% | +25.9% | +38.8% |
| 3Y | +91.0% | +66.4% | +24.6% | +74.4% |
| All | +160.1% | +74.8% | +85.3% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling