+216.6%
AMGN vs ALB
+80.1%
+136.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -11.6% | -8.6% | -3.1% | -10.8% |
| 30D | -5.7% | -4.0% | -1.6% | -5.3% |
| 3M | +14.2% | -17.4% | +31.6% | +16.3% |
| 6M | +5.2% | -25.4% | +30.6% | +7.8% |
| YTD | +22.0% | -10.5% | +32.5% | +21.9% |
| 1Y | +43.6% | +75.8% | -32.2% | +31.7% |
| 3Y | +65.0% | -28.5% | +93.5% | +62.3% |
| 5Y | +112.0% | -45.1% | +157.2% | +108.1% |
| 10Y | +216.6% | +87.3% | +129.2% | +133.5% |
| All | +216.6% | +80.1% | +136.5% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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