+65,124.1%
AMGN vs PTC
+8,871.4%
+56,252.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.5% | +0.8% | +0.6% | +1.3% |
| 30D | +13.1% | +1.2% | +12.0% | +12.9% |
| 3M | +12.9% | +32.6% | -19.7% | +6.8% |
| 6M | +40.8% | +36.1% | +4.7% | +31.8% |
| YTD | +45.6% | +12.7% | +33.0% | +40.2% |
| 1Y | +42.7% | +10.2% | +32.6% | +37.9% |
| 3Y | +91.2% | +29.4% | +61.7% | +78.1% |
| 5Y | +158.1% | +61.1% | +97.1% | +128.1% |
| 10Y | +322.3% | +317.1% | +5.2% | +206.0% |
| All | +65,124.1% | +8,871.4% | +56,252.7% | +16,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling