+844.7%
AMGN vs MKTX
+1,443.5%
-598.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -13.9% | -0.2% | -13.7% | -13.9% |
| 30D | -7.1% | +0.8% | -8.0% | -7.3% |
| 3M | +13.9% | +41.1% | -27.2% | +7.5% |
| 6M | +3.2% | -9.5% | +12.8% | +3.9% |
| YTD | +19.2% | -8.7% | +27.9% | +19.7% |
| 1Y | +41.1% | -10.0% | +51.1% | +41.8% |
| 3Y | +61.3% | -24.6% | +85.9% | +63.7% |
| 5Y | +109.1% | -60.3% | +169.4% | +129.9% |
| 10Y | +209.4% | +5.0% | +204.4% | +185.4% |
| All | +844.7% | +1,443.5% | -598.8% | +444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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