+59.9%
AMGN vs CRS
+620.4%
-560.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -13.9% | -4.1% | -9.8% | -13.6% |
| 30D | -7.1% | -16.6% | +9.4% | -6.0% |
| 3M | +13.9% | -14.3% | +28.2% | +14.8% |
| 6M | +3.2% | +11.6% | -8.3% | +1.8% |
| YTD | +19.2% | +42.6% | -23.3% | +15.7% |
| 1Y | +41.1% | +81.8% | -40.7% | +34.8% |
| All | +59.9% | +620.4% | -560.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling