+11.8%
CRM vs AMGN
+59.9%
-48.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.1% |
| 7D | -4.4% | -13.7% | +9.3% | -2.5% |
| 30D | +28.1% | -8.8% | +36.9% | +29.8% |
| 3M | +48.8% | +7.2% | +41.6% | +48.0% |
| 6M | +28.3% | +1.3% | +27.0% | +28.8% |
| YTD | -6.0% | +17.6% | -23.7% | -8.4% |
| 1Y | +1.4% | +37.2% | -35.7% | -4.4% |
| 3Y | +11.8% | +57.7% | -45.9% | -2.2% |
| All | +11.8% | +59.9% | -48.0% | -2.2% |
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