+412.6%
CSX vs AMGN
+327.2%
+85.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +6.8% | +12.1% | -5.3% | +2.5% |
| 3M | +0.7% | +13.9% | -13.2% | -4.5% |
| 6M | +13.3% | +42.1% | -28.9% | -1.4% |
| YTD | +40.5% | +45.0% | -4.5% | +20.9% |
| 1Y | +44.7% | +49.3% | -4.6% | +22.9% |
| 3Y | +74.5% | +92.8% | -18.3% | +30.0% |
| 5Y | +52.0% | +156.7% | -104.7% | -2.5% |
| 10Y | +412.6% | +328.1% | +84.5% | +202.8% |
| All | +412.6% | +327.2% | +85.5% | +202.8% |
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