+65.7%
AMGN vs EXE
-18.4%
+84.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +3.9% |
| 7D | +5.9% | -4.7% | +10.6% | +6.1% |
| 30D | +18.7% | +1.0% | +17.7% | +18.5% |
| 3M | +23.4% | -5.6% | +29.0% | +23.9% |
| 6M | +49.7% | -12.3% | +62.0% | +52.0% |
| YTD | +49.2% | -19.5% | +68.7% | +54.2% |
| 1Y | +65.7% | -18.9% | +84.6% | +72.6% |
| All | +65.7% | -18.4% | +84.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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