+6,236.4%
AMGN vs MDY
+2,644.5%
+3,592.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -9.6% |
| 7D | -10.3% | +1.0% | -11.3% | -10.8% |
| 30D | -3.8% | -3.1% | -0.6% | -1.8% |
| 3M | +14.4% | +1.8% | +12.5% | +13.0% |
| 6M | +7.8% | +10.8% | -3.0% | +0.6% |
| YTD | +22.6% | +14.4% | +8.1% | +12.0% |
| 1Y | +44.2% | +15.2% | +29.0% | +31.0% |
| 3Y | +65.8% | +51.2% | +14.6% | +24.0% |
| 5Y | +108.0% | +47.2% | +60.7% | +53.0% |
| 10Y | +209.9% | +171.1% | +38.8% | +41.2% |
| All | +6,236.4% | +2,644.5% | +3,592.0% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling