+40.9%
AMGN vs PR
+3.7%
+37.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.4% |
| 7D | -1.2% | -16.4% | +15.2% | -4.6% |
| 30D | +11.5% | -1.9% | +13.4% | +11.3% |
| 3M | +14.4% | +8.0% | +6.4% | +15.9% |
| 6M | +40.9% | +4.1% | +36.8% | +42.2% |
| All | +40.9% | +3.7% | +37.3% | +42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling