+145.3%
AMGN vs ABCL
-81.0%
+226.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | -0.1% |
| 7D | +1.5% | +4.4% | -2.9% | +1.3% |
| 30D | +13.1% | -7.9% | +21.0% | +13.4% |
| 3M | +12.9% | +12.2% | +0.7% | +12.0% |
| 6M | +40.8% | +134.7% | -94.0% | +34.2% |
| YTD | +45.6% | +239.8% | -194.1% | +35.8% |
| 1Y | +42.7% | +192.7% | -150.0% | +34.0% |
| 3Y | +91.2% | +187.6% | -96.5% | +76.4% |
| 5Y | +158.1% | -22.6% | +180.8% | +140.1% |
| All | +145.3% | -81.0% | +226.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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