+4,112.8%
AMGN vs CSGP
+3,294.4%
+818.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 6M | +40.9% | -10.3% | +51.3% | +41.9% |
| YTD | +43.5% | -54.6% | +98.1% | +58.8% |
| 1Y | +49.9% | -54.6% | +104.6% | +65.8% |
| 3Y | +84.6% | -60.3% | +145.0% | +106.5% |
| 5Y | +151.6% | -63.3% | +214.9% | +179.6% |
| 10Y | +358.2% | +66.5% | +291.7% | +304.3% |
| All | +4,112.8% | +3,294.4% | +818.4% | +2,545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling