+54,540.2%
AMGN vs CMI
+19,556.0%
+34,984.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -11.6% | +0.7% | -12.3% | -11.8% |
| 30D | -5.7% | -12.3% | +6.6% | -3.1% |
| 3M | +14.2% | -16.8% | +31.0% | +18.2% |
| 6M | +5.2% | +1.5% | +3.7% | +3.8% |
| YTD | +22.0% | +9.8% | +12.2% | +17.9% |
| 1Y | +43.6% | +42.6% | +1.1% | +30.8% |
| 3Y | +65.0% | +151.0% | -86.0% | +31.1% |
| 5Y | +112.0% | +167.0% | -55.0% | +64.0% |
| 10Y | +216.6% | +512.2% | -295.6% | +99.8% |
| All | +54,540.2% | +19,556.0% | +34,984.2% | +13,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling