+57.7%
AMGN vs MOH
-36.3%
+94.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | -13.7% | +1.7% | -15.4% | -13.8% |
| 30D | -8.8% | -0.9% | -7.9% | -8.8% |
| 3M | +7.2% | +5.7% | +1.5% | +6.6% |
| 6M | +1.3% | +39.1% | -37.9% | -1.3% |
| YTD | +17.6% | +17.7% | 0.0% | +15.0% |
| 1Y | +37.2% | +8.4% | +28.8% | +34.9% |
| 3Y | +57.7% | -36.6% | +94.3% | +62.9% |
| All | +57.7% | -36.3% | +94.0% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling