+1,118.6%
ABBV vs AMGN
+554.8%
+563.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -10.1% | +7.1% | +2.1% |
| 7D | -4.3% | -10.3% | +5.9% | +0.8% |
| 30D | +1.1% | -3.8% | +4.9% | +2.8% |
| 3M | +12.3% | +14.4% | -2.1% | +4.6% |
| 6M | +9.8% | +7.8% | +2.0% | +5.2% |
| YTD | +11.5% | +22.6% | -11.1% | -0.3% |
| 1Y | +22.3% | +44.2% | -22.0% | +0.3% |
| 3Y | +85.2% | +65.8% | +19.4% | +38.1% |
| 5Y | +170.8% | +108.0% | +62.9% | +76.7% |
| 10Y | +485.4% | +209.9% | +275.6% | +196.1% |
| All | +1,118.6% | +554.8% | +563.8% | +428.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling