+52,596.3%
AMGN vs CRH
+6,046.1%
+46,550.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.5% |
| 7D | -13.7% | -6.1% | -7.6% | -12.8% |
| 30D | -8.8% | -9.3% | +0.5% | -7.4% |
| 3M | +7.2% | -15.2% | +22.4% | +9.9% |
| 6M | +1.3% | -14.2% | +15.5% | +3.5% |
| YTD | +17.6% | -28.3% | +45.9% | +23.4% |
| 1Y | +37.2% | -21.8% | +58.9% | +41.8% |
| 3Y | +57.7% | +71.6% | -13.9% | +42.5% |
| 5Y | +106.3% | +96.6% | +9.6% | +79.9% |
| 10Y | +205.3% | +253.8% | -48.6% | +137.1% |
| All | +52,596.3% | +6,046.1% | +46,550.2% | +29,193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling