+158.1%
AMGN vs COMP
-12.0%
+170.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | +1.5% | +8.9% | -7.4% | +1.1% |
| 30D | +13.1% | +14.0% | -0.8% | +12.4% |
| 3M | +12.9% | -21.1% | +34.0% | +13.8% |
| 6M | +40.8% | +20.1% | +20.7% | +39.2% |
| YTD | +45.6% | -5.0% | +50.6% | +44.7% |
| 1Y | +42.7% | +5.7% | +37.1% | +41.2% |
| 3Y | +91.2% | +412.2% | -321.1% | +78.7% |
| 5Y | +158.1% | -12.1% | +170.2% | +153.7% |
| All | +158.1% | -12.0% | +170.1% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling