+57.7%
AMGN vs MET
+66.8%
-9.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -13.7% | -0.5% | -13.2% | -13.6% |
| 30D | -8.8% | +0.5% | -9.3% | -8.9% |
| 3M | +7.2% | +11.6% | -4.4% | +4.4% |
| 6M | +1.3% | +40.8% | -39.5% | -6.5% |
| YTD | +17.6% | +25.7% | -8.0% | +11.0% |
| 1Y | +37.2% | +24.4% | +12.8% | +29.5% |
| 3Y | +57.7% | +67.5% | -9.7% | +33.1% |
| All | +57.7% | +66.8% | -9.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling