+42.7%
AMGN vs CMS
-4.6%
+47.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.5% | -1.3% | +2.7% | +1.9% |
| 30D | +13.1% | +5.3% | +7.9% | +11.6% |
| 3M | +12.9% | -0.3% | +13.2% | +13.1% |
| 6M | +40.8% | -4.0% | +44.8% | +43.1% |
| YTD | +45.6% | +2.1% | +43.5% | +46.1% |
| 1Y | +42.7% | -4.7% | +47.5% | +49.8% |
| All | +42.7% | -4.6% | +47.3% | +49.8% |
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 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