+63.6%
AMGN vs EXEL
+164.8%
-101.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -11.6% | -0.3% | -11.3% | -11.6% |
| 30D | -5.7% | +10.1% | -15.8% | -7.0% |
| 3M | +14.2% | +10.1% | +4.1% | +12.6% |
| 6M | +5.2% | +37.7% | -32.5% | +0.5% |
| YTD | +22.0% | +33.1% | -11.1% | +17.0% |
| 1Y | +43.6% | +52.4% | -8.7% | +35.9% |
| All | +63.6% | +164.8% | -101.2% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling