+160.1%
AMGN vs MOD
+1,086.9%
-926.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -1.1% |
| 7D | +1.1% | +40.4% | -39.3% | 0.0% |
| 30D | +9.3% | -14.0% | +23.3% | +9.6% |
| 3M | +12.1% | -33.3% | +45.4% | +13.4% |
| 6M | +40.3% | -51.4% | +91.7% | +43.2% |
| YTD | +45.2% | +1.6% | +43.6% | +42.9% |
| 1Y | +42.4% | +5.4% | +37.1% | +39.7% |
| 3Y | +91.0% | +191.0% | -100.0% | +74.2% |
| All | +160.1% | +1,086.9% | -926.7% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling