+953.1%
AMGN vs CPAY
+1,524.4%
-571.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | -2.5% | -9.2% | -11.1% |
| 30D | -5.7% | +1.3% | -7.0% | -6.0% |
| 3M | +14.2% | +13.5% | +0.7% | +10.7% |
| 6M | +5.2% | +24.7% | -19.5% | -0.8% |
| YTD | +22.0% | +34.9% | -13.0% | +12.2% |
| 1Y | +43.6% | +29.7% | +13.9% | +32.9% |
| 3Y | +65.0% | +49.4% | +15.6% | +44.6% |
| 5Y | +112.0% | +53.5% | +58.6% | +80.4% |
| 10Y | +216.6% | +152.5% | +64.1% | +122.8% |
| All | +953.1% | +1,524.4% | -571.3% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling