+160.1%
AMGN vs EXEL
+281.2%
-121.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.1% | -0.8% | +2.0% | +1.3% |
| 30D | +9.3% | +13.1% | -3.8% | +7.2% |
| 3M | +12.1% | +36.3% | -24.2% | +6.9% |
| 6M | +40.3% | +34.5% | +5.7% | +33.9% |
| YTD | +45.2% | +57.4% | -12.2% | +35.3% |
| 1Y | +42.4% | +62.9% | -20.5% | +32.2% |
| 3Y | +91.0% | +229.5% | -138.5% | +59.1% |
| All | +160.1% | +281.2% | -121.1% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling