+109.1%
AMGN vs EXPE
+90.4%
+18.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -13.9% | -8.7% | -5.2% | -13.4% |
| 30D | -7.1% | -13.6% | +6.5% | -6.3% |
| 3M | +13.9% | +26.6% | -12.7% | +12.5% |
| 6M | +3.2% | +19.9% | -16.7% | +2.1% |
| YTD | +19.2% | -1.7% | +21.0% | +19.1% |
| 1Y | +41.1% | +29.4% | +11.7% | +38.3% |
| 3Y | +61.3% | +155.7% | -94.4% | +50.5% |
| 5Y | +109.1% | +93.1% | +16.0% | +95.3% |
| All | +109.1% | +90.4% | +18.7% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling