+195.5%
AMGN vs CRL
+256.1%
-60.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.8% |
| 7D | -13.7% | -3.5% | -10.1% | -12.9% |
| 30D | -8.8% | -2.1% | -6.7% | -8.3% |
| 3M | +7.2% | +48.0% | -40.8% | -2.0% |
| 6M | +1.3% | +64.7% | -63.5% | -10.3% |
| YTD | +17.6% | +39.5% | -21.8% | +7.7% |
| 1Y | +37.2% | +74.2% | -37.0% | +18.7% |
| 3Y | +57.7% | +39.4% | +18.4% | +38.6% |
| 5Y | +106.3% | -36.9% | +143.2% | +119.5% |
| All | +195.5% | +256.1% | -60.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling