+64,196.8%
AMGN vs CP
+7,734.8%
+56,462.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +14.4% | +2.4% | +12.0% | +13.6% |
| 6M | +40.9% | +7.7% | +33.3% | +38.0% |
| YTD | +43.5% | +26.0% | +17.6% | +34.8% |
| 1Y | +49.9% | +34.6% | +15.3% | +38.4% |
| 3Y | +84.6% | +26.7% | +57.9% | +71.4% |
| 5Y | +151.6% | +24.9% | +126.7% | +131.4% |
| 10Y | +358.2% | +258.6% | +99.6% | +216.9% |
| All | +64,196.8% | +7,734.8% | +56,462.0% | +19,168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling