+60,958.4%
AMGN vs MSI
+4,035.2%
+56,923.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.0% |
| 30D | +7.8% | +6.8% | +1.0% | +6.0% |
| 3M | +27.3% | +14.3% | +13.0% | +23.2% |
| 6M | +16.8% | -1.6% | +18.4% | +16.7% |
| YTD | +36.3% | +22.8% | +13.5% | +29.1% |
| 1Y | +60.4% | -1.1% | +61.5% | +59.6% |
| 3Y | +86.3% | +70.5% | +15.9% | +62.5% |
| 5Y | +125.7% | +102.8% | +22.9% | +86.7% |
| 10Y | +247.0% | +597.4% | -350.4% | +112.1% |
| All | +60,958.4% | +4,035.2% | +56,923.2% | +15,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling