+1,172.2%
AMGN vs MSCI
+3,174.4%
-2,002.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +0.9% | +2.7% | -1.8% | +0.3% |
| 30D | +12.1% | +16.2% | -4.1% | +8.5% |
| 3M | +12.2% | +17.1% | -4.9% | +8.3% |
| 6M | +42.1% | +13.0% | +29.1% | +37.7% |
| YTD | +45.0% | +15.8% | +29.3% | +39.1% |
| 1Y | +47.7% | +15.5% | +32.2% | +41.7% |
| 3Y | +90.4% | +32.3% | +58.1% | +74.3% |
| 5Y | +154.9% | +8.2% | +146.8% | +138.3% |
| 10Y | +313.6% | +800.7% | -487.1% | +130.2% |
| All | +1,172.2% | +3,174.4% | -2,002.1% | +429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling