+65.7%
AMGN vs CMS
+1.4%
+64.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | +5.9% | +4.1% | +1.8% | +4.7% |
| 30D | +18.7% | +10.9% | +7.9% | +15.4% |
| 3M | +23.4% | -0.2% | +23.6% | +23.6% |
| 6M | +49.7% | -4.7% | +54.5% | +52.8% |
| YTD | +49.2% | +3.9% | +45.3% | +48.5% |
| 1Y | +65.7% | +0.4% | +65.4% | +68.7% |
| All | +65.7% | +1.4% | +64.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling