+1,582.8%
ASML vs AMGN
+320.4%
+1,262.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.5% |
| 7D | +2.5% | -2.2% | +4.7% | +3.6% |
| 30D | -12.2% | +12.1% | -24.3% | -16.2% |
| 3M | -14.6% | +13.6% | -28.3% | -19.6% |
| 6M | -1.7% | +43.9% | -45.7% | -16.8% |
| YTD | +44.3% | +45.9% | -1.6% | +21.2% |
| 1Y | +51.0% | +42.1% | +8.9% | +28.2% |
| 3Y | +137.6% | +91.6% | +46.0% | +70.2% |
| 5Y | +92.7% | +158.5% | -65.8% | +16.5% |
| 10Y | +1,582.8% | +323.2% | +1,259.6% | +752.6% |
| All | +1,582.8% | +320.4% | +1,262.4% | +752.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling