+64,196.8%
AMGN vs EXPD
+30,172.0%
+34,024.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -1.2% | -7.2% | +6.0% | +0.2% |
| 30D | +11.5% | -3.3% | +14.7% | +12.1% |
| 3M | +14.4% | +3.4% | +11.0% | +13.5% |
| 6M | +40.9% | +22.7% | +18.2% | +35.0% |
| YTD | +43.5% | +24.5% | +19.0% | +36.3% |
| 1Y | +49.9% | +38.6% | +11.3% | +39.3% |
| 3Y | +84.6% | +71.5% | +13.1% | +63.1% |
| 5Y | +151.6% | +56.2% | +95.4% | +123.3% |
| 10Y | +358.2% | +310.5% | +47.7% | +234.4% |
| All | +64,196.8% | +30,172.0% | +34,024.8% | +25,946.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling