+41.1%
AMGN vs PTC
-37.0%
+78.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -13.9% | -14.2% | +0.4% | -13.1% |
| 30D | -7.1% | -14.4% | +7.3% | -6.4% |
| 3M | +13.9% | -4.7% | +18.6% | +14.1% |
| 6M | +3.2% | -19.3% | +22.6% | +6.1% |
| YTD | +19.2% | -26.1% | +45.4% | +24.5% |
| 1Y | +41.1% | -37.1% | +78.2% | +53.1% |
| All | +41.1% | -37.0% | +78.1% | +53.1% |
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