+60.4%
AMGN vs PTC
-33.3%
+93.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.5% | -1.4% |
| 7D | +1.1% | -10.3% | +11.4% | +1.4% |
| 30D | +7.8% | +1.1% | +6.7% | +7.9% |
| 3M | +27.3% | +1.6% | +25.6% | +26.9% |
| 6M | +16.8% | -13.5% | +30.3% | +19.5% |
| YTD | +36.3% | -19.1% | +55.4% | +41.2% |
| 1Y | +60.4% | -33.9% | +94.3% | +73.6% |
| All | +60.4% | -33.3% | +93.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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