+327.5%
AMGN vs P
+485.4%
-157.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.7% |
| 7D | +1.1% | +6.5% | -5.4% | +0.6% |
| 30D | +7.8% | +18.8% | -11.0% | +6.2% |
| 3M | +27.3% | +26.7% | +0.5% | +24.3% |
| 6M | +16.8% | +62.2% | -45.3% | +11.4% |
| YTD | +36.3% | +48.5% | -12.2% | +30.5% |
| 1Y | +60.4% | +26.4% | +34.0% | +54.4% |
| 3Y | +86.3% | +159.4% | -73.1% | +61.5% |
| 5Y | +125.7% | +275.8% | -150.1% | +83.1% |
| 10Y | +247.0% | +732.0% | -485.0% | +144.5% |
| All | +327.5% | +485.4% | -157.9% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling