+3,038.3%
CLS vs AMGN
+210.7%
+2,827.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +20.1% | -11.6% | +31.7% | +23.8% |
| 30D | +6.0% | -5.7% | +11.7% | +7.1% |
| 3M | -10.3% | +14.2% | -24.5% | -14.4% |
| 6M | +24.5% | +5.2% | +19.3% | +21.4% |
| YTD | +12.9% | +22.0% | -9.1% | +4.9% |
| 1Y | +36.7% | +43.6% | -7.0% | +20.5% |
| 3Y | +1,328.1% | +65.0% | +1,263.1% | +1,070.7% |
| 5Y | +3,682.3% | +112.0% | +3,570.3% | +2,687.6% |
| 10Y | +3,038.3% | +216.6% | +2,821.7% | +1,910.9% |
| All | +3,038.3% | +210.7% | +2,827.6% | +1,910.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling