+64,196.8%
AMGN vs CMS
+463.7%
+63,733.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.5% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | +11.5% | +6.3% | +5.1% | +9.9% |
| 3M | +14.4% | -2.1% | +16.4% | +14.9% |
| 6M | +40.9% | -5.1% | +46.0% | +42.4% |
| YTD | +43.5% | +1.3% | +42.3% | +42.8% |
| 1Y | +49.9% | -1.4% | +51.3% | +50.1% |
| 3Y | +84.6% | +36.9% | +47.7% | +71.2% |
| 5Y | +151.6% | +32.5% | +119.1% | +133.6% |
| 10Y | +358.2% | +126.8% | +231.4% | +277.8% |
| All | +64,196.8% | +463.7% | +63,733.2% | +41,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling