+1,358.9%
AMGN vs MKSI
+2,175.0%
-816.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -13.9% | +4.9% | -18.8% | -14.6% |
| 30D | -7.1% | -11.0% | +3.8% | -5.7% |
| 3M | +13.9% | -17.1% | +31.0% | +15.4% |
| 6M | +3.2% | +16.4% | -13.2% | -1.8% |
| YTD | +19.2% | +64.3% | -45.0% | +6.4% |
| 1Y | +41.1% | +137.7% | -96.6% | +17.4% |
| 3Y | +61.3% | +189.1% | -127.8% | +23.7% |
| 5Y | +109.1% | +83.1% | +25.9% | +67.1% |
| 10Y | +209.4% | +509.4% | -299.9% | +85.8% |
| All | +1,358.9% | +2,175.0% | -816.1% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling