+1,207.2%
AMGN vs EXEL
+336.4%
+870.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.1% | -0.8% | +2.0% | +1.2% |
| 30D | +9.3% | +13.1% | -3.8% | +7.5% |
| 3M | +12.1% | +36.3% | -24.2% | +7.6% |
| 6M | +40.3% | +34.5% | +5.7% | +34.7% |
| YTD | +45.2% | +57.4% | -12.2% | +36.3% |
| 1Y | +42.4% | +62.9% | -20.5% | +33.1% |
| 3Y | +91.0% | +229.5% | -138.5% | +59.8% |
| 5Y | +157.4% | +281.2% | -123.8% | +108.5% |
| 10Y | +321.0% | +320.7% | +0.3% | +217.8% |
| All | +1,207.2% | +336.4% | +870.8% | +589.8% |
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