+109.1%
AMGN vs EXE
+99.3%
+9.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -13.9% | -2.2% | -11.7% | -13.7% |
| 30D | -7.1% | -0.8% | -6.3% | -7.1% |
| 3M | +13.9% | +10.0% | +3.9% | +12.9% |
| 6M | +3.2% | -6.3% | +9.6% | +3.7% |
| YTD | +19.2% | -10.7% | +29.9% | +20.2% |
| 1Y | +41.1% | +2.7% | +38.5% | +40.6% |
| 3Y | +61.3% | +19.1% | +42.2% | +57.8% |
| 5Y | +109.1% | +105.4% | +3.6% | +95.3% |
| All | +109.1% | +99.3% | +9.7% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling