+47.7%
AMGN vs COMP
+16.2%
+31.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.5% |
| 7D | +0.9% | +7.2% | -6.3% | +0.4% |
| 30D | +12.1% | +6.4% | +5.7% | +11.6% |
| 3M | +12.2% | -19.4% | +31.6% | +13.2% |
| 6M | +42.1% | +14.6% | +27.6% | +40.9% |
| YTD | +45.0% | -5.5% | +50.5% | +41.8% |
| 1Y | +47.7% | +13.7% | +34.1% | +40.2% |
| All | +47.7% | +16.2% | +31.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling