+103.4%
AMGN vs CTVA
+102.9%
+0.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -13.7% | -4.5% | -9.2% | -12.9% |
| 30D | -8.8% | +11.3% | -20.1% | -10.5% |
| 3M | +7.2% | +12.3% | -5.1% | +4.9% |
| 6M | +1.3% | +7.2% | -5.9% | -0.2% |
| YTD | +17.6% | +26.0% | -8.4% | +12.7% |
| 1Y | +37.2% | +16.0% | +21.1% | +33.1% |
| 3Y | +57.7% | +73.9% | -16.2% | +41.1% |
| All | +103.4% | +102.9% | +0.5% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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