+2,277.8%
CLS vs AMGN
+4,165.0%
-1,887.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.0% | +6.8% | +7.5% |
| 7D | -10.6% | 0.0% | -10.5% | -10.5% |
| 30D | -38.4% | +12.1% | -50.6% | -41.3% |
| 3M | -29.9% | +13.9% | -43.7% | -34.1% |
| 6M | -40.6% | +42.1% | -82.8% | -49.1% |
| YTD | -24.6% | +45.0% | -69.6% | -36.2% |
| 1Y | -30.8% | +49.3% | -80.1% | -42.2% |
| 3Y | +811.7% | +92.8% | +719.0% | +568.1% |
| 5Y | +1,838.4% | +156.7% | +1,681.7% | +1,145.9% |
| 10Y | +1,751.5% | +328.1% | +1,423.4% | +833.3% |
| All | +2,277.8% | +4,165.0% | -1,887.2% | +313.8% |
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