+84.6%
AMGN vs CSGP
-60.4%
+145.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +11.5% | +10.7% | +0.8% | +9.3% |
| 3M | +14.4% | +3.3% | +11.1% | +13.3% |
| 6M | +40.9% | -10.3% | +51.3% | +42.0% |
| YTD | +43.5% | -54.6% | +98.1% | +62.9% |
| 1Y | +49.9% | -54.6% | +104.6% | +70.0% |
| 3Y | +84.6% | -60.3% | +145.0% | +112.9% |
| All | +84.6% | -60.4% | +145.1% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling