+103.4%
AMGN vs CPAY
+55.3%
+48.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -2.0% | -11.7% | -13.4% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | +7.2% | +16.4% | -9.2% | +4.4% |
| 6M | +1.3% | +23.5% | -22.3% | -2.7% |
| YTD | +17.6% | +35.7% | -18.0% | +10.7% |
| 1Y | +37.2% | +30.2% | +7.0% | +29.8% |
| 3Y | +57.7% | +49.7% | +8.0% | +43.7% |
| All | +103.4% | +55.3% | +48.1% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling