+108.0%
AMGN vs EXC
+48.6%
+59.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.3% |
| 7D | -10.3% | +1.2% | -11.5% | -10.6% |
| 30D | -3.8% | -2.7% | -1.0% | -3.1% |
| 3M | +14.4% | -1.0% | +15.3% | +14.6% |
| 6M | +7.8% | -9.3% | +17.1% | +10.4% |
| YTD | +22.6% | +3.6% | +19.0% | +21.0% |
| 1Y | +44.2% | +5.9% | +38.3% | +41.3% |
| 3Y | +65.8% | +21.3% | +44.5% | +55.8% |
| 5Y | +108.0% | +46.2% | +61.8% | +82.1% |
| All | +108.0% | +48.6% | +59.3% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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