+5.7%
AMGN vs CRS
+19.0%
-13.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.5% | -9.7% |
| 7D | -10.3% | -3.1% | -7.2% | -9.9% |
| 30D | -3.8% | -19.6% | +15.8% | -2.0% |
| 3M | +14.4% | -8.1% | +22.5% | +13.2% |
| All | +5.7% | +19.0% | -13.3% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling