-11.3%
ABT vs AMGN
+103.1%
-114.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.0% |
| 7D | -5.9% | -13.7% | +7.8% | -2.1% |
| 30D | -8.1% | -8.8% | +0.7% | -5.9% |
| 3M | +14.5% | +7.2% | +7.3% | +12.2% |
| 6M | -6.3% | +1.3% | -7.6% | -7.0% |
| YTD | -17.1% | +17.6% | -34.8% | -21.1% |
| 1Y | -21.4% | +37.2% | -58.5% | -28.4% |
| 3Y | +5.9% | +57.7% | -51.8% | -10.1% |
| All | -11.3% | +103.1% | -114.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling