+111.2%
AMGN vs S
-56.8%
+168.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.1% | -7.7% | +8.8% | +1.2% |
| 30D | +7.8% | -5.3% | +13.2% | +7.9% |
| 3M | +27.3% | +20.3% | +7.0% | +26.7% |
| 6M | +16.8% | +47.4% | -30.5% | +15.7% |
| YTD | +36.3% | +32.5% | +3.8% | +35.3% |
| 1Y | +60.4% | +9.5% | +50.9% | +59.7% |
| 3Y | +86.3% | +15.5% | +70.8% | +85.4% |
| 5Y | +125.7% | -71.2% | +196.9% | +123.3% |
| All | +111.2% | -56.8% | +168.0% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling