+88.3%
AMGN vs CSGP
-61.9%
+150.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.2% |
| 7D | +1.1% | -4.1% | +5.2% | +1.8% |
| 30D | +7.8% | +2.3% | +5.5% | +7.3% |
| 3M | +27.3% | -8.2% | +35.4% | +28.4% |
| 6M | +16.8% | -35.1% | +51.9% | +24.8% |
| YTD | +36.3% | -54.0% | +90.3% | +55.1% |
| 1Y | +60.4% | -65.3% | +125.7% | +94.8% |
| All | +88.3% | -61.9% | +150.2% | +126.6% |
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