+365.7%
ALAB vs AMGN
+56.1%
+309.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.1% | +3.1% | -6.7% |
| 7D | +3.2% | -10.3% | +13.5% | +3.4% |
| 30D | -13.6% | -3.8% | -9.8% | -13.4% |
| 3M | -16.6% | +14.4% | -31.0% | -17.4% |
| 6M | +142.3% | +7.8% | +134.5% | +140.5% |
| YTD | +73.6% | +22.6% | +51.0% | +71.3% |
| 1Y | +33.7% | +44.2% | -10.6% | +29.6% |
| All | +365.7% | +56.1% | +309.5% | +378.6% |
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