+119.0%
AMGN vs EXE
+191.4%
-72.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +7.8% | +8.5% | -0.6% | +7.1% |
| 3M | +27.3% | +5.5% | +21.8% | +26.6% |
| 6M | +16.8% | -5.9% | +22.7% | +17.3% |
| YTD | +36.3% | -9.7% | +46.0% | +37.2% |
| 1Y | +60.4% | +3.6% | +56.9% | +59.7% |
| 3Y | +86.3% | +18.0% | +68.3% | +82.6% |
| 5Y | +125.7% | +109.4% | +16.2% | +112.7% |
| All | +119.0% | +191.4% | -72.4% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling