+199.6%
AMGN vs MSI
+601.8%
-402.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -13.9% | -1.8% | -12.1% | -13.4% |
| 30D | -7.1% | -0.6% | -6.5% | -7.0% |
| 3M | +13.9% | +13.0% | +0.9% | +9.6% |
| 6M | +3.2% | +0.5% | +2.7% | +2.5% |
| YTD | +19.2% | +21.7% | -2.5% | +11.2% |
| 1Y | +41.1% | -2.6% | +43.7% | +41.1% |
| 3Y | +61.3% | +69.7% | -8.4% | +33.7% |
| 5Y | +109.1% | +102.8% | +6.3% | +60.8% |
| All | +199.6% | +601.8% | -402.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling