+65,124.1%
AMGN vs EXC
+2,465.6%
+62,658.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +1.5% | -1.9% | +3.4% | +2.0% |
| 30D | +13.1% | +7.8% | +5.4% | +11.0% |
| 3M | +12.9% | +1.9% | +11.0% | +12.2% |
| 6M | +40.8% | +3.4% | +37.4% | +39.4% |
| YTD | +45.6% | +7.6% | +38.0% | +42.3% |
| 1Y | +42.7% | +2.1% | +40.6% | +41.4% |
| 3Y | +91.2% | +29.6% | +61.6% | +76.7% |
| 5Y | +158.1% | +39.5% | +118.6% | +132.0% |
| 10Y | +322.3% | +200.2% | +122.1% | +207.4% |
| All | +65,124.1% | +2,465.6% | +62,658.5% | +27,301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling