+248.5%
ALAB vs AMGN
+84.8%
+163.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.5% | +0.9% | -8.3% | -7.3% |
| 30D | -36.8% | +12.1% | -49.0% | -37.0% |
| 3M | -31.9% | +12.2% | -44.0% | -32.1% |
| 6M | +8.2% | +42.1% | -33.9% | +6.1% |
| YTD | +29.9% | +45.0% | -15.1% | +27.5% |
| 1Y | +24.4% | +47.7% | -23.3% | +21.7% |
| All | +248.5% | +84.8% | +163.7% | +256.2% |
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