+2,463.6%
CLS vs AMGN
+4,169.0%
-1,705.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +16.3% | +1.1% | +15.1% | +15.8% |
| 30D | -25.7% | +9.3% | -34.9% | -28.2% |
| 3M | -30.9% | +12.1% | -43.0% | -34.6% |
| 6M | -35.5% | +40.3% | -75.8% | -44.3% |
| YTD | -18.7% | +45.2% | -63.9% | -31.2% |
| 1Y | -17.9% | +42.4% | -60.3% | -30.1% |
| 3Y | +838.1% | +91.0% | +747.1% | +590.0% |
| 5Y | +1,971.9% | +157.4% | +1,814.5% | +1,230.9% |
| 10Y | +1,907.9% | +321.0% | +1,586.8% | +919.6% |
| All | +2,463.6% | +4,169.0% | -1,705.4% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling