+209.9%
AMGN vs EXPD
+308.0%
-98.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.5% | -8.6% | -9.6% |
| 7D | -10.3% | -0.9% | -9.3% | -10.0% |
| 30D | -3.8% | +4.1% | -7.8% | -4.9% |
| 3M | +14.4% | +13.8% | +0.6% | +9.9% |
| 6M | +7.8% | +27.3% | -19.4% | -0.2% |
| YTD | +22.6% | +25.4% | -2.9% | +13.2% |
| 1Y | +44.2% | +54.4% | -10.2% | +24.0% |
| 3Y | +65.8% | +67.9% | -2.1% | +36.4% |
| 5Y | +108.0% | +59.2% | +48.8% | +69.8% |
| 10Y | +209.9% | +308.6% | -98.7% | +68.4% |
| All | +209.9% | +308.0% | -98.1% | +68.4% |
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