+46.2%
AMGN vs PR
+68.0%
-21.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.2% |
| 7D | -1.2% | -16.4% | +15.2% | -3.2% |
| 30D | +11.5% | -1.9% | +13.4% | +11.2% |
| 3M | +14.4% | +8.0% | +6.4% | +14.9% |
| 6M | +40.9% | +4.1% | +36.8% | +41.5% |
| YTD | +43.5% | +58.7% | -15.2% | +36.7% |
| All | +46.2% | +68.0% | -21.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling