+285.2%
APH vs AMGN
+156.1%
+129.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +4.9% | +1.1% | +3.7% | +4.7% |
| 30D | -5.4% | +9.3% | -14.7% | -6.6% |
| 3M | -5.5% | +12.1% | -17.6% | -7.2% |
| 6M | +25.9% | +40.3% | -14.4% | +18.7% |
| YTD | +16.4% | +45.2% | -28.8% | +9.0% |
| 1Y | +16.5% | +42.4% | -25.9% | +9.4% |
| 3Y | +270.9% | +91.0% | +179.8% | +220.2% |
| All | +285.2% | +156.1% | +129.1% | +187.7% |
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