+400.4%
ALAB vs AMGN
+73.6%
+326.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.3% | +9.7% |
| 7D | +7.2% | +1.1% | +6.1% | +7.2% |
| 30D | -2.5% | +7.8% | -10.4% | -2.6% |
| 3M | -13.3% | +27.3% | -40.6% | -14.4% |
| 6M | +172.8% | +16.8% | +156.0% | +170.6% |
| YTD | +86.6% | +36.3% | +50.3% | +83.7% |
| 1Y | +65.2% | +60.4% | +4.7% | +59.7% |
| All | +400.4% | +73.6% | +326.8% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling