+44.2%
AMGN vs COMP
+11.9%
+32.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.3% | -6.7% | -9.9% |
| 7D | -10.3% | +4.1% | -14.3% | -10.4% |
| 30D | -3.8% | -14.5% | +10.8% | -3.0% |
| 3M | +14.4% | +41.8% | -27.4% | +12.6% |
| 6M | +7.8% | +23.6% | -15.7% | +5.9% |
| YTD | +22.6% | +1.7% | +20.9% | +20.6% |
| 1Y | +44.2% | +12.6% | +31.6% | +36.7% |
| All | +44.2% | +11.9% | +32.4% | +36.7% |
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