+117.9%
ASML vs AMGN
+86.0%
+31.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -8.6% |
| 7D | -19.0% | -0.1% | -18.9% | -19.0% |
| 30D | -25.9% | +14.3% | -40.3% | -28.0% |
| 3M | -19.1% | +13.5% | -32.6% | -21.6% |
| 6M | -5.7% | +41.5% | -47.3% | -14.3% |
| YTD | +27.6% | +43.5% | -15.9% | +16.2% |
| 1Y | +30.8% | +47.9% | -17.1% | +18.2% |
| All | +117.9% | +86.0% | +31.9% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling