+109.1%
AMGN vs MSCI
-11.6%
+120.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.1% |
| 7D | -13.9% | -4.7% | -9.2% | -13.3% |
| 30D | -7.1% | -2.2% | -5.0% | -6.8% |
| 3M | +13.9% | -9.7% | +23.6% | +15.2% |
| 6M | +3.2% | +0.3% | +3.0% | +2.8% |
| YTD | +19.2% | -3.5% | +22.7% | +19.2% |
| 1Y | +41.1% | -1.4% | +42.5% | +40.4% |
| 3Y | +61.3% | +6.6% | +54.7% | +57.5% |
| 5Y | +109.1% | -10.9% | +120.0% | +102.3% |
| All | +109.1% | -11.6% | +120.6% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling