+998.7%
AMGN vs MET
+1,300.1%
-301.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +1.1% | +1.2% | 0.0% | +0.8% |
| 30D | +7.8% | +1.4% | +6.4% | +7.4% |
| 3M | +27.3% | +17.7% | +9.6% | +22.4% |
| 6M | +16.8% | +35.0% | -18.2% | +8.7% |
| YTD | +36.3% | +26.3% | +10.0% | +28.5% |
| 1Y | +60.4% | +22.8% | +37.6% | +52.0% |
| 3Y | +86.3% | +65.9% | +20.4% | +62.8% |
| 5Y | +125.7% | +85.4% | +40.3% | +89.4% |
| 10Y | +247.0% | +253.7% | -6.7% | +139.8% |
| All | +998.7% | +1,300.1% | -301.4% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling