+158.1%
AMGN vs CSGP
-63.4%
+221.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | -6.1% | +7.6% | +2.3% |
| 30D | +13.1% | +0.3% | +12.8% | +12.8% |
| 3M | +12.9% | -1.3% | +14.2% | +12.6% |
| 6M | +40.8% | -8.9% | +49.7% | +41.4% |
| YTD | +45.6% | -55.2% | +100.9% | +60.6% |
| 1Y | +42.7% | -56.4% | +99.1% | +58.0% |
| 3Y | +91.2% | -62.2% | +153.4% | +114.5% |
| 5Y | +158.1% | -63.7% | +221.8% | +200.2% |
| All | +158.1% | -63.4% | +221.6% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling