+64,868.5%
AMGN vs MOD
+1,754.9%
+63,113.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +0.9% | -17.8% | +18.7% | +2.5% |
| 30D | +12.1% | -43.2% | +55.4% | +18.1% |
| 3M | +12.2% | -46.0% | +58.2% | +18.4% |
| 6M | +42.1% | -62.2% | +104.4% | +54.3% |
| YTD | +45.0% | -22.8% | +67.8% | +44.3% |
| 1Y | +47.7% | -35.5% | +83.2% | +49.2% |
| 3Y | +90.4% | +128.2% | -37.8% | +59.1% |
| 5Y | +154.9% | +791.6% | -636.7% | +75.1% |
| 10Y | +313.6% | +886.3% | -572.7% | +153.2% |
| All | +64,868.5% | +1,754.9% | +63,113.6% | +28,781.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling