-60.9%
ADBE vs AMGN
+103.1%
-164.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -5.4% | -13.7% | +8.3% | -2.3% |
| 30D | -2.5% | -8.8% | +6.3% | -0.5% |
| 3M | +15.3% | +7.2% | +8.1% | +13.7% |
| 6M | -7.8% | +1.3% | -9.1% | -8.0% |
| YTD | -27.9% | +17.6% | -45.6% | -30.8% |
| 1Y | -28.0% | +37.2% | -65.2% | -33.8% |
| 3Y | -55.3% | +57.7% | -113.1% | -61.9% |
| All | -60.9% | +103.1% | -164.0% | -69.2% |
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