+84.6%
AMGN vs CP
+26.5%
+58.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -1.2% | +2.8% | -4.0% | -1.9% |
| 30D | +11.5% | +10.2% | +1.2% | +8.5% |
| 3M | +14.4% | +2.4% | +12.0% | +13.5% |
| 6M | +40.9% | +7.7% | +33.3% | +37.8% |
| YTD | +43.5% | +26.0% | +17.6% | +34.3% |
| 1Y | +49.9% | +34.6% | +15.3% | +37.7% |
| 3Y | +84.6% | +26.7% | +57.9% | +68.9% |
| All | +84.6% | +26.5% | +58.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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