+355.9%
APH vs AMGN
+129.1%
+226.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | +5.0% | +1.1% | +3.8% | +4.8% |
| 30D | -3.9% | +7.8% | -11.7% | -5.1% |
| 3M | +13.0% | +27.3% | -14.3% | +8.2% |
| 6M | +25.2% | +16.8% | +8.3% | +21.6% |
| YTD | +22.9% | +36.3% | -13.4% | +16.2% |
| 1Y | +47.8% | +60.4% | -12.6% | +35.0% |
| 3Y | +283.0% | +86.3% | +196.7% | +229.2% |
| All | +355.9% | +129.1% | +226.9% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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