+8.9%
CRCL vs AMGN
+36.5%
-27.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -11.2% | -13.7% | +2.5% | -10.8% |
| 30D | +27.1% | -8.8% | +35.9% | +27.9% |
| 3M | +9.6% | +7.2% | +2.4% | +11.8% |
| 6M | -19.7% | +1.3% | -21.0% | -17.2% |
| YTD | +14.2% | +17.6% | -3.4% | +16.7% |
| 1Y | -32.2% | +37.2% | -69.4% | -30.4% |
| All | +8.9% | +36.5% | -27.7% | +19.3% |
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