+54,805.5%
AMGN vs MKC
+3,364.7%
+51,440.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.7% | -10.0% |
| 7D | -10.3% | -4.3% | -5.9% | -9.1% |
| 30D | -3.8% | -2.0% | -1.8% | -3.2% |
| 3M | +14.4% | +10.0% | +4.4% | +10.9% |
| 6M | +7.8% | -18.5% | +26.4% | +13.8% |
| YTD | +22.6% | -22.4% | +45.0% | +30.8% |
| 1Y | +44.2% | -23.6% | +67.8% | +54.3% |
| 3Y | +65.8% | -30.4% | +96.2% | +80.4% |
| 5Y | +108.0% | -34.2% | +142.2% | +126.9% |
| 10Y | +209.9% | +26.8% | +183.0% | +176.0% |
| All | +54,805.5% | +3,364.7% | +51,440.8% | +24,985.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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