+245.3%
AMGN vs CSGP
+44.3%
+201.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.1% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | +7.8% | +2.3% | +5.5% | +7.2% |
| 3M | +27.3% | -8.2% | +35.4% | +28.8% |
| 6M | +16.8% | -35.1% | +51.9% | +26.5% |
| YTD | +36.3% | -54.0% | +90.3% | +57.8% |
| 1Y | +60.4% | -65.3% | +125.7% | +97.2% |
| 3Y | +86.3% | -62.6% | +148.9% | +121.7% |
| 5Y | +125.7% | -64.8% | +190.5% | +168.5% |
| All | +245.3% | +44.3% | +201.0% | +186.7% |
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