+60,958.4%
AMGN vs KEY
+1,050.5%
+59,907.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | +7.8% | -3.0% | +10.9% | +8.4% |
| 3M | +27.3% | +3.3% | +23.9% | +26.4% |
| 6M | +16.8% | +9.2% | +7.6% | +14.9% |
| YTD | +36.3% | +10.6% | +25.7% | +33.6% |
| 1Y | +60.4% | +20.4% | +40.0% | +54.7% |
| 3Y | +86.3% | +121.8% | -35.5% | +58.5% |
| 5Y | +125.7% | +41.1% | +84.5% | +100.7% |
| 10Y | +247.0% | +168.5% | +78.5% | +158.0% |
| All | +60,958.4% | +1,050.5% | +59,907.9% | +25,322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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