+88.0%
AMGN vs P
+155.2%
-67.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.6% |
| 7D | +1.1% | +6.5% | -5.4% | +1.1% |
| 30D | +7.8% | +18.8% | -11.0% | +7.6% |
| 3M | +27.3% | +26.7% | +0.5% | +26.9% |
| 6M | +16.8% | +62.2% | -45.3% | +15.9% |
| YTD | +36.3% | +48.5% | -12.2% | +35.4% |
| 1Y | +60.4% | +26.4% | +34.0% | +59.2% |
| All | +88.0% | +155.2% | -67.1% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling