+89.8%
ABBV vs AMGN
+62.1%
+27.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.6% |
| 7D | -2.0% | -13.9% | +11.9% | +4.3% |
| 30D | +2.0% | -7.1% | +9.1% | +5.0% |
| 3M | +14.2% | +13.9% | +0.3% | +7.6% |
| 6M | +14.1% | +3.2% | +10.8% | +11.9% |
| YTD | +14.2% | +19.2% | -5.0% | +5.3% |
| 1Y | +24.2% | +41.1% | -16.9% | +6.4% |
| All | +89.8% | +62.1% | +27.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling