+65,124.1%
AMGN vs CPB
+345.1%
+64,779.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +1.5% | -5.8% | +7.3% | +3.3% |
| 30D | +13.1% | +16.5% | -3.3% | +8.0% |
| 3M | +12.9% | -1.1% | +14.0% | +12.7% |
| 6M | +40.8% | +11.5% | +29.3% | +35.1% |
| YTD | +45.6% | -15.7% | +61.4% | +51.1% |
| 1Y | +42.7% | -24.7% | +67.4% | +53.0% |
| 3Y | +91.2% | -37.3% | +128.5% | +113.7% |
| 5Y | +158.1% | -35.0% | +193.2% | +182.0% |
| 10Y | +322.3% | -41.0% | +363.3% | +356.1% |
| All | +65,124.1% | +345.1% | +64,779.0% | +29,282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling