+103.4%
AMGN vs CMI
+164.8%
-61.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.5% |
| 7D | -13.7% | -0.7% | -13.0% | -13.6% |
| 30D | -8.8% | -12.4% | +3.6% | -6.7% |
| 3M | +7.2% | -14.8% | +22.0% | +9.6% |
| 6M | +1.3% | +0.8% | +0.5% | -0.3% |
| YTD | +17.6% | +10.2% | +7.5% | +13.3% |
| 1Y | +37.2% | +37.4% | -0.3% | +26.0% |
| 3Y | +57.7% | +153.3% | -95.5% | +26.1% |
| All | +103.4% | +164.8% | -61.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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