-31.6%
CRCL vs AMGN
+64.6%
-96.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | -6.8% | +5.9% | -12.7% | -7.2% |
| 30D | -8.6% | +18.7% | -27.4% | -9.8% |
| 3M | +20.3% | +23.4% | -3.1% | +19.7% |
| 6M | -36.3% | +49.7% | -86.1% | -35.0% |
| YTD | -4.0% | +49.2% | -53.2% | -4.2% |
| 1Y | -31.6% | +65.7% | -97.3% | -37.4% |
| All | -31.6% | +64.6% | -96.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling