+195.5%
AMGN vs MOH
+264.4%
-68.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | -13.7% | +1.7% | -15.4% | -13.9% |
| 30D | -8.8% | -0.9% | -7.9% | -8.7% |
| 3M | +7.2% | +5.7% | +1.5% | +5.9% |
| 6M | +1.3% | +39.1% | -37.9% | -4.8% |
| YTD | +17.6% | +17.7% | 0.0% | +12.1% |
| 1Y | +37.2% | +8.4% | +28.8% | +31.8% |
| 3Y | +57.7% | -36.6% | +94.3% | +62.1% |
| 5Y | +106.3% | -19.1% | +125.3% | +98.5% |
| All | +195.5% | +264.4% | -68.8% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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