+65.7%
AMGN vs Z
-54.2%
+119.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.0% |
| 7D | +5.9% | +10.2% | -4.3% | +5.1% |
| 30D | +18.7% | +23.7% | -4.9% | +17.0% |
| 3M | +23.4% | -6.6% | +30.0% | +23.3% |
| 6M | +49.7% | -23.0% | +72.7% | +49.2% |
| YTD | +49.2% | -50.3% | +99.5% | +52.6% |
| 1Y | +65.7% | -53.6% | +119.3% | +70.5% |
| All | +65.7% | -54.2% | +119.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling