+112.0%
AMGN vs CME
+76.2%
+35.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -11.6% | -0.6% | -11.0% | -11.6% |
| 30D | -5.7% | +4.7% | -10.3% | -6.3% |
| 3M | +14.2% | +7.8% | +6.4% | +13.0% |
| 6M | +5.2% | -11.0% | +16.2% | +6.7% |
| YTD | +22.0% | +4.0% | +18.0% | +20.7% |
| 1Y | +43.6% | +9.1% | +34.5% | +40.8% |
| 3Y | +65.0% | +52.3% | +12.7% | +52.1% |
| 5Y | +112.0% | +76.1% | +36.0% | +88.7% |
| All | +112.0% | +76.2% | +35.8% | +88.7% |
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