+11.9%
ACN vs AMGN
+64.6%
-52.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.0% |
| 7D | +8.6% | +5.9% | +2.7% | +7.3% |
| 30D | +36.6% | +18.7% | +17.8% | +32.1% |
| 3M | +56.3% | +23.4% | +32.9% | +49.7% |
| 6M | +49.7% | +49.7% | -0.1% | +39.7% |
| YTD | +1.3% | +49.2% | -47.8% | -7.2% |
| 1Y | +11.9% | +65.7% | -53.8% | +0.5% |
| All | +11.9% | +64.6% | -52.7% | +0.5% |
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