+130.8%
AMGN vs EXPD
+61.6%
+69.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.7% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | +7.8% | +4.1% | +3.8% | +7.0% |
| 3M | +27.3% | +17.9% | +9.3% | +23.5% |
| 6M | +16.8% | +29.2% | -12.4% | +11.3% |
| YTD | +36.3% | +27.4% | +9.0% | +29.8% |
| 1Y | +60.4% | +56.8% | +3.6% | +46.4% |
| 3Y | +86.3% | +68.0% | +18.3% | +66.3% |
| All | +130.8% | +61.6% | +69.2% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling