+46.1%
ASML vs AMGN
+64.6%
-18.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -4.0% |
| 7D | -10.0% | +5.9% | -15.9% | -10.6% |
| 30D | -19.4% | +18.7% | -38.2% | -21.2% |
| 3M | -12.5% | +23.4% | -35.9% | -16.2% |
| 6M | +8.2% | +49.7% | -41.5% | -3.4% |
| YTD | +40.7% | +49.2% | -8.5% | +30.7% |
| 1Y | +46.1% | +65.7% | -19.6% | +34.8% |
| All | +46.1% | +64.6% | -18.5% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling