+326.9%
AMGN vs EXPE
+126.2%
+200.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.5% | -4.2% | +5.7% | +1.9% |
| 30D | +13.1% | -4.5% | +17.7% | +13.5% |
| 3M | +12.9% | -19.7% | +32.6% | +15.1% |
| 6M | +40.8% | +18.3% | +22.5% | +38.3% |
| YTD | +45.6% | -7.3% | +52.9% | +45.6% |
| 1Y | +42.7% | -3.9% | +46.6% | +42.0% |
| 3Y | +91.2% | +123.0% | -31.9% | +71.7% |
| 5Y | +158.1% | +47.9% | +110.2% | +137.5% |
| All | +326.9% | +126.2% | +200.8% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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