-32.1%
CLS vs AMGN
+42.6%
-74.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.5% |
| 7D | +23.5% | +1.5% | +22.1% | +24.0% |
| 30D | -28.9% | +13.1% | -42.1% | -25.3% |
| 3M | -25.2% | +12.9% | -38.0% | -22.1% |
| 6M | -32.1% | +40.8% | -72.8% | -23.9% |
| All | -32.1% | +42.6% | -74.7% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling