+504.9%
ABBV vs AMGN
+206.2%
+298.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | +0.3% | -13.7% | +14.0% | +7.6% |
| 30D | +3.4% | -8.8% | +12.2% | +7.9% |
| 3M | +15.2% | +7.2% | +8.0% | +10.9% |
| 6M | +14.7% | +1.3% | +13.4% | +13.4% |
| YTD | +15.2% | +17.6% | -2.5% | +5.1% |
| 1Y | +20.4% | +37.2% | -16.8% | +1.1% |
| 3Y | +91.3% | +57.7% | +33.6% | +45.9% |
| 5Y | +189.6% | +106.3% | +83.3% | +87.6% |
| All | +504.9% | +206.2% | +298.7% | +197.0% |
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 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