+4,664.4%
AMGN vs PWR
+8,583.6%
-3,919.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | +1.1% | +3.6% | -2.5% | +0.6% |
| 30D | +7.8% | -8.6% | +16.4% | +9.0% |
| 3M | +27.3% | -13.2% | +40.4% | +29.0% |
| 6M | +16.8% | +9.9% | +6.9% | +14.3% |
| YTD | +36.3% | +48.0% | -11.7% | +27.7% |
| 1Y | +60.4% | +66.2% | -5.7% | +47.6% |
| 3Y | +86.3% | +195.1% | -108.8% | +55.1% |
| 5Y | +125.7% | +442.6% | -316.9% | +69.8% |
| 10Y | +247.0% | +2,334.2% | -2,087.2% | +106.5% |
| All | +4,664.4% | +8,583.6% | -3,919.2% | +1,927.3% |
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