+774.9%
CLS vs AMGN
+90.9%
+684.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +7.8% |
| 7D | -10.6% | 0.0% | -10.5% | -10.5% |
| 30D | -38.4% | +12.1% | -50.6% | -38.8% |
| 3M | -29.9% | +13.9% | -43.7% | -30.7% |
| 6M | -40.6% | +42.1% | -82.8% | -43.2% |
| YTD | -24.6% | +45.0% | -69.6% | -27.9% |
| 1Y | -30.8% | +49.3% | -80.1% | -34.1% |
| All | +774.9% | +90.9% | +684.0% | +660.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling