+108.0%
AMGN vs PAAS
+117.9%
-10.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -10.0% |
| 7D | -10.3% | +2.0% | -12.3% | -10.4% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +14.4% | +8.2% | +6.1% | +13.7% |
| 6M | +7.8% | -13.8% | +21.6% | +8.2% |
| YTD | +22.6% | -0.6% | +23.2% | +21.8% |
| 1Y | +44.2% | +44.0% | +0.2% | +40.1% |
| 3Y | +65.8% | +246.6% | -180.8% | +50.3% |
| 5Y | +108.0% | +116.1% | -8.1% | +89.6% |
| All | +108.0% | +117.9% | -10.0% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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