+23.5%
ALAB vs AMGN
+40.4%
-16.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -5.4% |
| 7D | +0.6% | -13.9% | +14.5% | -0.5% |
| 30D | -8.8% | -7.1% | -1.7% | -8.9% |
| 3M | -14.0% | +13.9% | -27.9% | -14.3% |
| 6M | +144.3% | +3.2% | +141.0% | +143.3% |
| YTD | +71.0% | +19.2% | +51.8% | +71.9% |
| 1Y | +23.5% | +41.1% | -17.6% | +19.4% |
| All | +23.5% | +40.4% | -16.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling