+313.6%
AMGN vs CSGP
+61.5%
+252.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +0.9% | -3.2% | +4.0% | +1.5% |
| 30D | +12.1% | +2.2% | +9.9% | +11.1% |
| 3M | +12.2% | -3.7% | +15.8% | +12.1% |
| 6M | +42.1% | -7.4% | +49.6% | +42.5% |
| YTD | +45.0% | -54.9% | +99.9% | +67.3% |
| 1Y | +47.7% | -54.9% | +102.6% | +70.1% |
| 3Y | +90.4% | -61.9% | +152.3% | +124.2% |
| 5Y | +154.9% | -63.1% | +218.0% | +197.5% |
| 10Y | +313.6% | +65.1% | +248.4% | +249.9% |
| All | +313.6% | +61.5% | +252.1% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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