+699.4%
AMGN vs EXPE
+851.4%
-152.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +1.1% | -9.5% | +10.6% | +2.5% |
| 30D | +7.8% | -6.6% | +14.5% | +8.7% |
| 3M | +27.3% | +31.4% | -4.1% | +22.3% |
| 6M | +16.8% | +35.2% | -18.4% | +11.3% |
| YTD | +36.3% | +5.8% | +30.5% | +33.7% |
| 1Y | +60.4% | +38.7% | +21.8% | +50.8% |
| 3Y | +86.3% | +175.8% | -89.4% | +54.8% |
| 5Y | +125.7% | +111.8% | +13.8% | +88.0% |
| 10Y | +247.0% | +179.7% | +67.3% | +158.0% |
| All | +699.4% | +851.4% | -152.0% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling