+72.2%
CSX vs AMGN
+86.3%
-14.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -3.1% | +7.8% | -10.9% | -4.9% |
| 3M | +7.2% | +27.3% | -20.1% | +1.0% |
| 6M | +16.2% | +16.8% | -0.7% | +11.6% |
| YTD | +37.5% | +36.3% | +1.2% | +27.4% |
| 1Y | +53.2% | +60.4% | -7.2% | +36.1% |
| All | +72.2% | +86.3% | -14.1% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling