+64,868.5%
AMGN vs CMS
+471.3%
+64,397.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | +12.1% | +7.1% | +5.1% | +10.4% |
| 3M | +13.9% | -1.3% | +15.2% | +14.1% |
| 6M | +42.1% | -2.7% | +44.8% | +42.8% |
| YTD | +45.0% | +2.6% | +42.4% | +43.9% |
| 1Y | +49.3% | -2.0% | +51.3% | +49.7% |
| 3Y | +92.8% | +39.6% | +53.1% | +77.9% |
| 5Y | +156.7% | +35.3% | +121.4% | +137.2% |
| 10Y | +328.1% | +132.3% | +195.8% | +251.4% |
| All | +64,868.5% | +471.3% | +64,397.2% | +41,890.5% |
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