+41.1%
AMGN vs CPB
-33.6%
+74.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.0% | -1.4% |
| 7D | -13.9% | -5.4% | -8.5% | -12.9% |
| 30D | -7.1% | -7.8% | +0.7% | -5.7% |
| 3M | +13.9% | -6.9% | +20.8% | +15.4% |
| 6M | +3.2% | -12.2% | +15.4% | +6.2% |
| YTD | +19.2% | -21.1% | +40.3% | +26.0% |
| 1Y | +41.1% | -33.5% | +74.6% | +59.9% |
| All | +41.1% | -33.6% | +74.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling