+328.1%
AMGN vs EXPD
+334.2%
-6.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | 0.0% | -5.5% | +5.4% | +1.6% |
| 30D | +12.1% | -1.9% | +14.0% | +12.7% |
| 3M | +13.9% | +6.1% | +7.8% | +11.6% |
| 6M | +42.1% | +21.6% | +20.5% | +33.4% |
| YTD | +45.0% | +27.9% | +17.2% | +32.8% |
| 1Y | +49.3% | +39.4% | +9.9% | +32.8% |
| 3Y | +92.8% | +72.7% | +20.1% | +56.8% |
| 5Y | +156.7% | +60.3% | +96.4% | +109.7% |
| 10Y | +328.1% | +332.6% | -4.4% | +127.4% |
| All | +328.1% | +334.2% | -6.0% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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