+8,123.3%
AMGN vs MCO
+7,284.8%
+838.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -13.9% | -7.3% | -6.6% | -12.1% |
| 30D | -7.1% | -1.7% | -5.4% | -6.7% |
| 3M | +13.9% | +3.9% | +10.0% | +12.6% |
| 6M | +3.2% | +3.8% | -0.6% | +1.9% |
| YTD | +19.2% | -7.9% | +27.1% | +20.9% |
| 1Y | +41.1% | -6.8% | +48.0% | +42.4% |
| 3Y | +61.3% | +40.9% | +20.4% | +44.7% |
| 5Y | +109.1% | +27.5% | +81.6% | +88.7% |
| 10Y | +209.4% | +381.4% | -172.0% | +95.1% |
| All | +8,123.3% | +7,284.8% | +838.5% | +2,402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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