+1,395.4%
ASML vs AMGN
+350.1%
+1,045.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -1.2% | -7.8% | -8.6% |
| 30D | -21.0% | +11.5% | -32.4% | -24.4% |
| 3M | -16.3% | +14.4% | -30.7% | -21.4% |
| 6M | -7.5% | +40.9% | -48.4% | -20.9% |
| YTD | +34.0% | +43.5% | -9.6% | +13.5% |
| 1Y | +39.3% | +49.9% | -10.7% | +15.6% |
| 3Y | +128.9% | +84.6% | +44.2% | +67.4% |
| 5Y | +76.1% | +151.6% | -75.6% | +8.6% |
| All | +1,395.4% | +350.1% | +1,045.4% | +701.3% |
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 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