+743.5%
AMGN vs PBR
+1,916.3%
-1,172.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | -13.9% | +4.2% | -18.1% | -14.4% |
| 30D | -7.1% | +22.7% | -29.9% | -9.7% |
| 3M | +13.9% | +21.5% | -7.6% | +10.7% |
| 6M | +3.2% | +24.0% | -20.7% | -0.3% |
| YTD | +19.2% | +88.2% | -69.0% | +8.7% |
| 1Y | +41.1% | +74.8% | -33.7% | +29.9% |
| 3Y | +61.3% | +105.1% | -43.8% | +43.5% |
| 5Y | +109.1% | +572.2% | -463.2% | +52.6% |
| 10Y | +209.4% | +692.7% | -483.3% | +99.9% |
| All | +743.5% | +1,916.3% | -1,172.8% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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