+112.0%
AMGN vs CPB
-38.1%
+150.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -11.6% | -8.0% | -3.7% | -9.8% |
| 30D | -5.7% | -2.4% | -3.3% | -5.2% |
| 3M | +14.2% | +0.5% | +13.7% | +13.6% |
| 6M | +5.2% | -10.5% | +15.6% | +7.6% |
| YTD | +22.0% | -17.5% | +39.5% | +27.4% |
| 1Y | +43.6% | -31.0% | +74.7% | +57.5% |
| 3Y | +65.0% | -40.6% | +105.6% | +86.0% |
| 5Y | +112.0% | -37.7% | +149.8% | +131.0% |
| All | +112.0% | -38.1% | +150.1% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling