+65.8%
AMGN vs ALB
-27.5%
+93.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.6% | -12.7% | -10.3% |
| 7D | -10.3% | -4.4% | -5.9% | -9.9% |
| 30D | -3.8% | -1.2% | -2.6% | -3.7% |
| 3M | +14.4% | -13.3% | +27.7% | +15.7% |
| 6M | +7.8% | -19.8% | +27.6% | +9.3% |
| YTD | +22.6% | -7.9% | +30.5% | +22.1% |
| 1Y | +44.2% | +60.2% | -15.9% | +34.7% |
| 3Y | +65.8% | -26.4% | +92.2% | +63.7% |
| All | +65.8% | -27.5% | +93.3% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling