+427.3%
CSX vs AMGN
+350.1%
+77.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.1% |
| 30D | +4.9% | +11.5% | -6.5% | +0.9% |
| 3M | -2.9% | +14.4% | -17.2% | -8.0% |
| 6M | +8.3% | +40.9% | -32.6% | -5.5% |
| YTD | +36.7% | +43.5% | -6.8% | +17.9% |
| 1Y | +41.5% | +49.9% | -8.4% | +19.8% |
| 3Y | +68.6% | +84.6% | -16.0% | +27.5% |
| 5Y | +48.4% | +151.6% | -103.2% | -4.4% |
| All | +427.3% | +350.1% | +77.3% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling