+214.2%
ARM vs AMGN
+97.4%
+116.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +19.8% | +1.5% | +18.4% | +19.4% |
| 30D | -21.8% | +13.1% | -34.9% | -24.2% |
| 3M | -26.5% | +12.9% | -39.4% | -29.3% |
| 6M | -3.9% | +40.8% | -44.7% | -14.6% |
| YTD | +82.8% | +45.6% | +37.1% | +61.6% |
| 1Y | +34.3% | +42.7% | -8.4% | +19.3% |
| 3Y | +282.2% | +91.2% | +191.0% | +205.1% |
| All | +214.2% | +97.4% | +116.8% | +151.3% |
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