+112.0%
AMGN vs P
+274.2%
-162.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.4% |
| 7D | -11.6% | +5.0% | -16.7% | -11.7% |
| 30D | -5.7% | -0.9% | -4.7% | -5.7% |
| 3M | +14.2% | +38.7% | -24.4% | +13.5% |
| 6M | +5.2% | +54.4% | -49.2% | +4.1% |
| YTD | +22.0% | +44.8% | -22.9% | +20.8% |
| 1Y | +43.6% | +22.5% | +21.1% | +42.3% |
| 3Y | +65.0% | +148.2% | -83.2% | +57.9% |
| 5Y | +112.0% | +268.9% | -156.9% | +97.6% |
| All | +112.0% | +274.2% | -162.1% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling