-44.0%
ACN vs AMGN
+107.3%
-151.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -6.3% | -11.6% | +5.3% | -3.1% |
| 30D | -1.4% | -5.7% | +4.3% | +0.2% |
| 3M | +2.6% | +14.2% | -11.7% | -0.8% |
| 6M | -14.3% | +5.2% | -19.5% | -15.4% |
| YTD | -33.1% | +22.0% | -55.1% | -36.9% |
| 1Y | -28.8% | +43.6% | -72.4% | -36.1% |
| 3Y | -43.0% | +65.0% | -108.0% | -52.1% |
| 5Y | -44.0% | +112.0% | -156.1% | -58.2% |
| All | -44.0% | +107.3% | -151.3% | -58.2% |
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