+384.5%
ALAB vs AMGN
+55.4%
+329.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +9.6% | -11.6% | +21.3% | +9.9% |
| 30D | -5.3% | -5.7% | +0.4% | -5.1% |
| 3M | -12.0% | +14.2% | -26.3% | -12.9% |
| 6M | +145.7% | +5.2% | +140.5% | +144.2% |
| YTD | +80.7% | +22.0% | +58.7% | +78.3% |
| 1Y | +40.1% | +43.6% | -3.5% | +35.8% |
| All | +384.5% | +55.4% | +329.1% | +398.1% |
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 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