+10,369.7%
CSX vs AMGN
+68,103.9%
-57,734.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.1% | +1.5% | +1.6% | +2.8% |
| 30D | +9.7% | +13.1% | -3.4% | +6.9% |
| 3M | +4.9% | +12.9% | -8.0% | +2.0% |
| 6M | +18.4% | +40.8% | -22.4% | +9.7% |
| YTD | +45.9% | +45.6% | +0.3% | +34.0% |
| 1Y | +50.0% | +42.7% | +7.2% | +38.3% |
| 3Y | +78.0% | +91.2% | -13.2% | +52.8% |
| 5Y | +59.2% | +158.1% | -99.0% | +27.7% |
| 10Y | +421.4% | +322.3% | +99.1% | +278.6% |
| All | +10,369.7% | +68,103.9% | -57,734.2% | +3,401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling