+88.0%
AMGN vs CMS
+35.9%
+52.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | -3.6% | +11.4% | +9.3% |
| 3M | +27.3% | -1.9% | +29.2% | +28.0% |
| 6M | +16.8% | -11.0% | +27.8% | +22.2% |
| YTD | +36.3% | +0.2% | +36.1% | +35.6% |
| 1Y | +60.4% | -1.3% | +61.7% | +60.5% |
| All | +88.0% | +35.9% | +52.2% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling