+225.5%
CRWD vs AMGN
+103.1%
+122.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -3.0% | -13.7% | +10.7% | -2.6% |
| 30D | -6.8% | -8.8% | +2.0% | -6.6% |
| 3M | +19.6% | +7.2% | +12.4% | +19.1% |
| 6M | +87.1% | +1.3% | +85.8% | +87.1% |
| YTD | +76.4% | +17.6% | +58.8% | +74.2% |
| 1Y | +90.8% | +37.2% | +53.6% | +86.2% |
| 3Y | +380.0% | +57.7% | +322.2% | +357.8% |
| All | +225.5% | +103.1% | +122.4% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling