+54,805.5%
AMGN vs CRS
+9,808.6%
+44,996.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.5% | -9.5% |
| 7D | -10.3% | -3.1% | -7.2% | -9.8% |
| 30D | -3.8% | -19.6% | +15.8% | -0.6% |
| 3M | +14.4% | -8.1% | +22.5% | +15.4% |
| 6M | +7.8% | +18.6% | -10.7% | +4.2% |
| YTD | +22.6% | +45.9% | -23.3% | +14.5% |
| 1Y | +44.2% | +82.5% | -38.3% | +29.4% |
| 3Y | +65.8% | +648.9% | -583.1% | +15.5% |
| 5Y | +108.0% | +1,438.1% | -1,330.2% | +24.4% |
| 10Y | +209.9% | +1,327.0% | -1,117.1% | +70.0% |
| All | +54,805.5% | +9,808.6% | +44,996.8% | +16,805.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling