+5,760.6%
CRM vs AMGN
+960.2%
+4,800.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.5% |
| 7D | -4.4% | -13.7% | +9.3% | +1.6% |
| 30D | +28.1% | -8.8% | +36.9% | +33.0% |
| 3M | +48.8% | +7.2% | +41.6% | +44.1% |
| 6M | +28.3% | +1.3% | +27.0% | +26.1% |
| YTD | -6.0% | +17.6% | -23.7% | -14.0% |
| 1Y | +1.4% | +37.2% | -35.7% | -14.0% |
| 3Y | +11.8% | +57.7% | -45.9% | -14.1% |
| 5Y | -2.0% | +106.3% | -108.3% | -35.3% |
| 10Y | +239.6% | +205.3% | +34.3% | +77.6% |
| All | +5,760.6% | +960.2% | +4,800.4% | +1,239.9% |
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