+2,029.3%
CLS vs AMGN
+321.0%
+1,708.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +23.5% | +1.5% | +22.1% | +23.1% |
| 30D | -28.9% | +13.1% | -42.1% | -31.4% |
| 3M | -25.2% | +12.9% | -38.0% | -28.2% |
| 6M | -32.1% | +40.8% | -72.8% | -39.3% |
| YTD | -14.1% | +45.6% | -59.7% | -24.3% |
| 1Y | -24.1% | +42.7% | -66.8% | -32.7% |
| 3Y | +897.0% | +91.2% | +805.8% | +678.2% |
| 5Y | +2,089.9% | +158.1% | +1,931.8% | +1,398.6% |
| All | +2,029.3% | +321.0% | +1,708.3% | +1,053.1% |
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