+1,127.4%
AMGN vs EXEL
+273.2%
+854.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +1.1% | +8.4% | -7.3% | 0.0% |
| 30D | +7.8% | +4.1% | +3.8% | +7.2% |
| 3M | +27.3% | +12.4% | +14.8% | +25.2% |
| 6M | +16.8% | +41.5% | -24.7% | +11.3% |
| YTD | +36.3% | +34.6% | +1.7% | +30.7% |
| 1Y | +60.4% | +57.9% | +2.6% | +50.3% |
| 3Y | +86.3% | +159.5% | -73.2% | +60.6% |
| 5Y | +125.7% | +198.5% | -72.8% | +88.5% |
| 10Y | +247.0% | +411.4% | -164.3% | +154.4% |
| All | +1,127.4% | +273.2% | +854.2% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling