+245.3%
AMGN vs MOD
+1,604.6%
-1,359.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.8% |
| 7D | +1.1% | +9.6% | -8.5% | +0.5% |
| 30D | +7.8% | 0.0% | +7.8% | +7.7% |
| 3M | +27.3% | -35.4% | +62.6% | +30.1% |
| 6M | +16.8% | -7.3% | +24.1% | +16.2% |
| YTD | +36.3% | +45.8% | -9.5% | +31.4% |
| 1Y | +60.4% | +43.1% | +17.3% | +54.1% |
| 3Y | +86.3% | +297.7% | -211.3% | +61.6% |
| 5Y | +125.7% | +1,478.8% | -1,353.1% | +72.6% |
| All | +245.3% | +1,604.6% | -1,359.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling