+852.2%
AMGN vs CAPR
-99.1%
+951.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | +7.8% | +139.2% | -131.4% | +7.2% |
| 3M | +27.3% | -66.4% | +93.6% | +27.6% |
| 6M | +16.8% | -63.1% | +80.0% | +17.0% |
| YTD | +36.3% | -67.4% | +103.7% | +36.6% |
| 1Y | +60.4% | +58.2% | +2.2% | +57.2% |
| 3Y | +86.3% | +42.2% | +44.1% | +81.7% |
| 5Y | +125.7% | +87.3% | +38.4% | +119.3% |
| 10Y | +247.0% | -75.3% | +322.3% | +234.3% |
| All | +852.2% | -99.1% | +951.2% | +831.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling