+64,177.3%
AMGN vs MAS
+1,664.8%
+62,512.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -3.1% |
| 7D | -0.1% | +4.6% | -4.6% | -1.0% |
| 30D | +14.3% | +19.9% | -5.6% | +10.1% |
| 3M | +13.5% | +8.9% | +4.6% | +11.4% |
| 6M | +41.5% | +20.2% | +21.4% | +35.7% |
| YTD | +43.5% | +33.9% | +9.6% | +33.9% |
| 1Y | +47.9% | +34.7% | +13.2% | +37.8% |
| 3Y | +86.6% | +60.4% | +26.2% | +66.1% |
| 5Y | +151.6% | +43.5% | +108.1% | +125.0% |
| 10Y | +358.1% | +226.7% | +131.4% | +239.7% |
| All | +64,177.3% | +1,664.8% | +62,512.5% | +28,950.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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