+48.2%
CSX vs AMGN
+151.3%
-103.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.2% |
| 30D | +4.9% | +11.5% | -6.5% | +2.2% |
| 3M | -2.9% | +14.4% | -17.2% | -6.3% |
| 6M | +8.3% | +40.9% | -32.6% | -1.2% |
| YTD | +36.7% | +43.5% | -6.8% | +23.8% |
| 1Y | +41.5% | +49.9% | -8.4% | +26.6% |
| 3Y | +68.6% | +84.6% | -16.0% | +40.2% |
| All | +48.2% | +151.3% | -103.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling