+1,333.1%
CRWD vs AMGN
+177.7%
+1,155.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.2% | -11.6% | +13.8% | +4.4% |
| 30D | -7.7% | -5.7% | -2.0% | -6.9% |
| 3M | +28.9% | +14.2% | +14.7% | +25.1% |
| 6M | +91.5% | +5.2% | +86.3% | +88.6% |
| YTD | +77.3% | +22.0% | +55.3% | +68.4% |
| 1Y | +96.3% | +43.6% | +52.6% | +79.0% |
| 3Y | +394.5% | +65.0% | +329.5% | +322.5% |
| 5Y | +213.5% | +112.0% | +101.4% | +139.6% |
| All | +1,333.1% | +177.7% | +1,155.4% | +863.3% |
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