+108.0%
AMGN vs S
-72.3%
+180.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -10.0% |
| 7D | -10.3% | -5.8% | -4.4% | -10.2% |
| 30D | -3.8% | -9.2% | +5.4% | -3.6% |
| 3M | +14.4% | +23.4% | -9.0% | +13.8% |
| 6M | +7.8% | +36.9% | -29.1% | +6.8% |
| YTD | +22.6% | +29.5% | -7.0% | +21.5% |
| 1Y | +44.2% | +5.4% | +38.8% | +43.6% |
| 3Y | +65.8% | +14.7% | +51.1% | +64.8% |
| 5Y | +108.0% | -71.5% | +179.5% | +109.0% |
| All | +108.0% | -72.3% | +180.3% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling