+103.4%
AMGN vs CRH
+93.9%
+9.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.5% |
| 7D | -13.7% | -6.1% | -7.6% | -12.7% |
| 30D | -8.8% | -9.3% | +0.5% | -7.2% |
| 3M | +7.2% | -15.2% | +22.4% | +10.1% |
| 6M | +1.3% | -14.2% | +15.5% | +3.7% |
| YTD | +17.6% | -28.3% | +45.9% | +23.6% |
| 1Y | +37.2% | -21.8% | +58.9% | +41.9% |
| 3Y | +57.7% | +71.6% | -13.9% | +42.9% |
| All | +103.4% | +93.9% | +9.5% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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