-24.7%
ACN vs AMGN
+57.8%
-82.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -2.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +9.4% | +7.8% | +1.5% | +7.5% |
| 3M | +5.6% | +27.3% | -21.6% | +0.8% |
| 6M | -9.3% | +16.8% | -26.1% | -11.7% |
| YTD | -29.0% | +36.3% | -65.3% | -33.7% |
| 1Y | -24.7% | +60.4% | -85.1% | -32.1% |
| All | -24.7% | +57.8% | -82.5% | -32.1% |
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