-10.0%
CRM vs AMGN
+64.6%
-74.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +2.2% |
| 7D | -6.2% | +5.9% | -12.1% | -6.2% |
| 30D | -1.2% | +18.7% | -19.9% | -1.1% |
| 3M | +19.1% | +23.4% | -4.3% | +20.0% |
| 6M | +23.0% | +49.7% | -26.8% | +27.4% |
| YTD | -13.7% | +49.2% | -62.9% | -12.6% |
| 1Y | -10.0% | +65.7% | -75.7% | -11.6% |
| All | -10.0% | +64.6% | -74.6% | -11.6% |
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