+1,557.1%
ASML vs AMGN
+319.8%
+1,237.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.5% |
| 30D | -9.3% | +9.3% | -18.5% | -12.5% |
| 3M | -19.0% | +12.1% | -31.1% | -23.3% |
| 6M | -5.2% | +40.3% | -45.5% | -18.8% |
| YTD | +40.6% | +45.2% | -4.6% | +18.4% |
| 1Y | +47.5% | +42.4% | +5.1% | +25.1% |
| 3Y | +133.9% | +91.0% | +42.8% | +67.7% |
| 5Y | +83.8% | +157.4% | -73.6% | +11.3% |
| All | +1,557.1% | +319.8% | +1,237.3% | +745.0% |
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