+60.4%
AMGN vs MDY
+17.9%
+42.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +7.8% | -1.5% | +9.3% | +8.6% |
| 3M | +27.3% | +0.8% | +26.5% | +26.3% |
| 6M | +16.8% | +7.4% | +9.4% | +11.8% |
| YTD | +36.3% | +15.2% | +21.1% | +25.2% |
| 1Y | +60.4% | +16.5% | +43.9% | +46.4% |
| All | +60.4% | +17.9% | +42.5% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling