+4,969.5%
AMGN vs PWR
+8,011.0%
-3,041.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +0.9% | -11.2% | +12.1% | +2.2% |
| 30D | +12.1% | -17.4% | +29.5% | +14.5% |
| 3M | +12.2% | -11.7% | +23.9% | +13.2% |
| 6M | +42.1% | -21.7% | +63.8% | +45.0% |
| YTD | +45.0% | +38.3% | +6.8% | +36.2% |
| 1Y | +47.7% | +29.6% | +18.1% | +39.8% |
| 3Y | +90.4% | +236.1% | -145.7% | +54.7% |
| 5Y | +154.9% | +406.3% | -251.4% | +92.5% |
| 10Y | +313.6% | +1,796.7% | -1,483.1% | +152.8% |
| All | +4,969.5% | +8,011.0% | -3,041.5% | +2,062.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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