+741.2%
AMGN vs MOH
+1,358.8%
-617.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 6M | +1.3% | +39.1% | -37.9% | -4.4% |
| YTD | +17.6% | +17.7% | 0.0% | +12.5% |
| 1Y | +37.2% | +8.4% | +28.8% | +32.1% |
| 3Y | +57.7% | -36.6% | +94.3% | +61.0% |
| 5Y | +106.3% | -19.1% | +125.3% | +100.3% |
| 10Y | +205.3% | +262.8% | -57.5% | +127.4% |
| All | +741.2% | +1,358.8% | -617.6% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling