+40.8%
AMGN vs S
+39.7%
+1.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.0% | -0.3% |
| 7D | +1.5% | +4.1% | -2.6% | +1.6% |
| 30D | +13.1% | -7.2% | +20.3% | +13.0% |
| 3M | +12.9% | 0.0% | +12.9% | +12.8% |
| 6M | +40.8% | +41.6% | -0.9% | +45.2% |
| All | +40.8% | +39.7% | +1.1% | +45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling