+80.6%
CRWD vs AMGN
+64.6%
+15.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -0.9% |
| 7D | -9.6% | +5.9% | -15.5% | -8.8% |
| 30D | -11.6% | +18.7% | -30.4% | -9.4% |
| 3M | +14.1% | +23.4% | -9.3% | +17.7% |
| 6M | +105.4% | +49.7% | +55.7% | +116.8% |
| YTD | +105.6% | +49.2% | +56.5% | +111.2% |
| 1Y | +80.6% | +65.7% | +14.8% | +83.5% |
| All | +80.6% | +64.6% | +15.9% | +83.5% |
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