+8.5%
CRCL vs AMGN
+38.4%
-29.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.8% |
| 7D | -12.5% | -13.9% | +1.4% | -12.2% |
| 30D | +26.9% | -7.1% | +34.1% | +27.7% |
| 3M | +14.4% | +13.9% | +0.5% | +16.9% |
| 6M | -23.5% | +3.2% | -26.8% | -21.2% |
| YTD | +13.9% | +19.2% | -5.3% | +16.3% |
| 1Y | -20.6% | +41.1% | -61.7% | -18.2% |
| All | +8.5% | +38.4% | -29.9% | +18.8% |
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