+1,312.5%
CLS vs AMGN
+68.2%
+1,244.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.1% | +15.7% | +6.8% |
| 7D | +12.8% | -10.3% | +23.0% | +14.1% |
| 30D | +3.8% | -3.8% | +7.6% | +3.8% |
| 3M | -14.6% | +14.4% | -29.0% | -17.0% |
| 6M | +32.2% | +7.8% | +24.4% | +29.7% |
| YTD | +11.6% | +22.6% | -11.0% | +7.2% |
| 1Y | +35.1% | +44.2% | -9.2% | +25.6% |
| 3Y | +1,312.5% | +65.8% | +1,246.7% | +1,095.0% |
| All | +1,312.5% | +68.2% | +1,244.4% | +1,095.0% |
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