+154.5%
AMGN vs MOD
+748.9%
-594.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.2% |
| 7D | -1.2% | -25.5% | +24.3% | -0.4% |
| 30D | +11.5% | -49.0% | +60.5% | +13.8% |
| 3M | +14.4% | -49.8% | +64.2% | +16.8% |
| 6M | +40.9% | -64.8% | +105.7% | +45.4% |
| YTD | +43.5% | -27.6% | +71.2% | +42.9% |
| 1Y | +49.9% | -35.2% | +85.1% | +49.8% |
| 3Y | +84.6% | +137.1% | -52.5% | +69.2% |
| All | +154.5% | +748.9% | -594.4% | +121.9% |
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