+216.6%
AMGN vs CMS
+116.0%
+100.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -11.6% | +0.2% | -11.8% | -11.7% |
| 30D | -5.7% | -1.3% | -4.4% | -5.3% |
| 3M | +14.2% | -5.4% | +19.6% | +16.5% |
| 6M | +5.2% | -10.3% | +15.5% | +9.5% |
| YTD | +22.0% | -0.2% | +22.2% | +21.6% |
| 1Y | +43.6% | -0.9% | +44.5% | +43.4% |
| 3Y | +65.0% | +34.0% | +31.0% | +45.6% |
| 5Y | +112.0% | +23.6% | +88.5% | +90.4% |
| 10Y | +216.6% | +122.2% | +94.3% | +157.8% |
| All | +216.6% | +116.0% | +100.6% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling