+148.0%
ADBE vs AMGN
+210.3%
-62.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.5% |
| 7D | -12.9% | -13.9% | +1.0% | -7.7% |
| 30D | -5.6% | -7.1% | +1.5% | -3.0% |
| 3M | +6.6% | +13.9% | -7.3% | +1.0% |
| 6M | -9.6% | +3.2% | -12.8% | -11.3% |
| YTD | -28.9% | +19.2% | -48.1% | -34.7% |
| 1Y | -28.9% | +41.1% | -70.1% | -39.7% |
| 3Y | -55.6% | +61.3% | -116.9% | -66.1% |
| 5Y | -62.2% | +109.1% | -171.3% | -75.3% |
| All | +148.0% | +210.3% | -62.3% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling