+604.1%
ABBV vs AMGN
+319.8%
+284.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.3% | +1.1% | +0.1% | +0.7% |
| 30D | +4.7% | +9.3% | -4.6% | +0.2% |
| 3M | +18.3% | +12.1% | +6.3% | +11.4% |
| 6M | +43.4% | +40.3% | +3.1% | +20.6% |
| YTD | +33.0% | +45.2% | -12.2% | +9.4% |
| 1Y | +30.8% | +42.4% | -11.6% | +8.6% |
| 3Y | +135.1% | +91.0% | +44.1% | +64.3% |
| 5Y | +201.2% | +157.4% | +43.9% | +76.5% |
| All | +604.1% | +319.8% | +284.3% | +207.7% |
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