+37.2%
AMGN vs EXE
+1.0%
+36.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -13.7% | -3.1% | -10.5% | -13.4% |
| 30D | -8.8% | -0.9% | -7.9% | -8.7% |
| 3M | +7.2% | +9.6% | -2.4% | +5.7% |
| 6M | +1.3% | -11.6% | +12.9% | +3.3% |
| YTD | +17.6% | -12.6% | +30.2% | +20.2% |
| 1Y | +37.2% | +1.2% | +36.0% | +39.0% |
| All | +37.2% | +1.0% | +36.1% | +39.0% |
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