+25.3%
CRM vs AMGN
+3.0%
+22.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.4% |
| 7D | -8.1% | -13.9% | +5.8% | -8.0% |
| 30D | +23.1% | -7.1% | +30.2% | +24.2% |
| 3M | +42.5% | +13.9% | +28.6% | +55.3% |
| 6M | +25.3% | +3.2% | +22.1% | +34.0% |
| All | +25.3% | +3.0% | +22.3% | +34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling