+199.6%
AMGN vs EXEL
+386.3%
-186.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -13.9% | -2.9% | -11.0% | -13.4% |
| 30D | -7.1% | +11.9% | -19.0% | -8.9% |
| 3M | +13.9% | +9.2% | +4.7% | +12.1% |
| 6M | +3.2% | +39.1% | -35.8% | -2.7% |
| YTD | +19.2% | +31.0% | -11.8% | +13.5% |
| 1Y | +41.1% | +52.3% | -11.2% | +30.7% |
| 3Y | +61.3% | +159.7% | -98.5% | +33.0% |
| 5Y | +109.1% | +187.7% | -78.7% | +66.0% |
| All | +199.6% | +386.3% | -186.7% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling