+216.6%
AMGN vs MSCI
+615.8%
-399.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -11.6% | -1.1% | -10.6% | -11.3% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | +14.2% | -8.4% | +22.6% | +16.3% |
| 6M | +5.2% | -1.0% | +6.2% | +4.7% |
| YTD | +22.0% | -2.3% | +24.3% | +21.4% |
| 1Y | +43.6% | -1.2% | +44.8% | +42.1% |
| 3Y | +65.0% | +7.9% | +57.1% | +56.9% |
| 5Y | +112.0% | -10.1% | +122.1% | +107.0% |
| 10Y | +216.6% | +631.0% | -414.4% | +41.6% |
| All | +216.6% | +615.8% | -399.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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