+65.8%
AMGN vs CAPR
+42.0%
+23.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.6% | -6.5% | -10.0% |
| 7D | -10.3% | -9.5% | -0.8% | -10.2% |
| 30D | -3.8% | +121.5% | -125.3% | -4.6% |
| 3M | +14.4% | -65.4% | +79.8% | +14.8% |
| 6M | +7.8% | -67.5% | +75.4% | +8.3% |
| YTD | +22.6% | -68.6% | +91.2% | +23.1% |
| 1Y | +44.2% | +42.7% | +1.5% | +39.7% |
| 3Y | +65.8% | +43.4% | +22.5% | +54.4% |
| All | +65.8% | +42.0% | +23.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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