+20.4%
ABBV vs AMGN
+39.2%
-18.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.4% |
| 7D | +0.3% | -13.7% | +14.0% | +6.9% |
| 30D | +3.4% | -8.8% | +12.2% | +7.4% |
| 3M | +15.2% | +7.2% | +8.0% | +11.0% |
| 6M | +14.7% | +1.3% | +13.4% | +12.6% |
| YTD | +15.2% | +17.6% | -2.5% | +6.8% |
| 1Y | +20.4% | +37.2% | -16.8% | +3.5% |
| All | +20.4% | +39.2% | -18.9% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling