+416.4%
CSX vs AMGN
+320.4%
+96.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.5% |
| 30D | +8.7% | +12.1% | -3.4% | +4.3% |
| 3M | +4.2% | +13.6% | -9.4% | -1.0% |
| 6M | +16.7% | +43.9% | -27.3% | +1.1% |
| YTD | +44.5% | +45.9% | -1.5% | +24.0% |
| 1Y | +50.3% | +42.1% | +8.1% | +30.2% |
| 3Y | +76.3% | +91.6% | -15.3% | +31.7% |
| 5Y | +58.1% | +158.5% | -100.4% | +1.1% |
| 10Y | +416.4% | +323.2% | +93.2% | +210.2% |
| All | +416.4% | +320.4% | +96.0% | +210.2% |
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