+106.5%
AMGN vs ABCL
-81.2%
+187.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.1% |
| 7D | -10.3% | +1.4% | -11.7% | -10.3% |
| 30D | -3.8% | +65.1% | -68.8% | -6.2% |
| 3M | +14.4% | +111.1% | -96.7% | +10.0% |
| 6M | +7.8% | +231.6% | -223.8% | +1.2% |
| YTD | +22.6% | +234.5% | -211.9% | +14.7% |
| 1Y | +44.2% | +174.3% | -130.1% | +35.8% |
| 3Y | +65.8% | +111.5% | -45.7% | +54.0% |
| 5Y | +108.0% | -37.3% | +145.3% | +93.7% |
| All | +106.5% | -81.2% | +187.8% | +88.6% |
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