+103.4%
AMGN vs MKSI
+84.1%
+19.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -13.7% | +2.7% | -16.4% | -13.9% |
| 30D | -8.8% | -12.8% | +4.0% | -8.1% |
| 3M | +7.2% | -22.5% | +29.7% | +8.2% |
| 6M | +1.3% | +19.4% | -18.1% | -1.7% |
| YTD | +17.6% | +67.7% | -50.1% | +10.7% |
| 1Y | +37.2% | +131.4% | -94.2% | +25.0% |
| 3Y | +57.7% | +197.3% | -139.6% | +37.4% |
| All | +103.4% | +84.1% | +19.3% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling