+1,095.7%
AMGN vs MSCI
+2,756.4%
-1,660.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | +0.6% | +7.3% | +7.6% |
| 3M | +27.3% | -7.1% | +34.3% | +28.8% |
| 6M | +16.8% | +0.8% | +16.0% | +15.9% |
| YTD | +36.3% | +1.0% | +35.3% | +34.7% |
| 1Y | +60.4% | +4.3% | +56.1% | +57.0% |
| 3Y | +86.3% | +9.9% | +76.4% | +77.7% |
| 5Y | +125.7% | -6.8% | +132.4% | +117.5% |
| 10Y | +247.0% | +614.7% | -367.6% | +102.9% |
| All | +1,095.7% | +2,756.4% | -1,660.7% | +412.4% |
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