+90.4%
AMGN vs S
+54.2%
+36.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | +12.1% | -10.8% | +22.9% | +12.6% |
| 3M | +12.2% | +5.4% | +6.8% | +11.6% |
| 6M | +42.1% | +41.2% | +0.9% | +39.0% |
| YTD | +45.0% | +56.2% | -11.2% | +40.6% |
| 1Y | +47.7% | +36.3% | +11.4% | +44.4% |
| 3Y | +90.4% | +49.4% | +41.0% | +87.1% |
| All | +90.4% | +54.2% | +36.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling