+185.6%
AMGN vs CTVA
+216.1%
-30.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.2% | -7.8% | -9.6% |
| 7D | -10.3% | -2.1% | -8.2% | -9.8% |
| 30D | -3.8% | +12.0% | -15.8% | -5.9% |
| 3M | +14.4% | +13.5% | +0.9% | +11.3% |
| 6M | +7.8% | +12.1% | -4.3% | +5.0% |
| YTD | +22.6% | +29.0% | -6.4% | +16.0% |
| 1Y | +44.2% | +18.9% | +25.4% | +38.3% |
| 3Y | +65.8% | +78.9% | -13.1% | +44.4% |
| 5Y | +108.0% | +105.2% | +2.7% | +72.6% |
| All | +185.6% | +216.1% | -30.4% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling