+65,270.7%
AMGN vs EXC
+2,464.5%
+62,806.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | +12.1% | +8.3% | +3.8% | +9.8% |
| 3M | +13.6% | +2.6% | +11.0% | +12.8% |
| 6M | +43.9% | +5.2% | +38.8% | +41.9% |
| YTD | +45.9% | +7.5% | +38.4% | +42.6% |
| 1Y | +42.1% | +3.2% | +39.0% | +40.4% |
| 3Y | +91.6% | +29.5% | +62.0% | +77.1% |
| 5Y | +158.5% | +39.7% | +118.9% | +132.3% |
| 10Y | +323.2% | +200.1% | +123.1% | +208.1% |
| All | +65,270.7% | +2,464.5% | +62,806.2% | +27,366.7% |
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