+917.4%
AMGN vs HBM
+654.4%
+263.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.8% | -15.8% | -10.5% |
| 7D | -10.3% | +7.4% | -17.6% | -10.8% |
| 30D | -3.8% | +5.1% | -8.8% | -4.3% |
| 3M | +14.4% | +11.1% | +3.3% | +13.0% |
| 6M | +7.8% | +30.2% | -22.4% | +4.6% |
| YTD | +22.6% | +46.2% | -23.6% | +17.5% |
| 1Y | +44.2% | +120.0% | -75.8% | +33.4% |
| 3Y | +65.8% | +527.4% | -461.6% | +38.7% |
| 5Y | +108.0% | +400.4% | -292.4% | +72.5% |
| 10Y | +209.9% | +621.5% | -411.6% | +130.0% |
| All | +917.4% | +654.4% | +263.1% | +670.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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