+75.5%
ASML vs AMGN
+151.3%
-75.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -1.2% | -7.8% | -8.7% |
| 30D | -21.0% | +11.5% | -32.4% | -23.2% |
| 3M | -16.3% | +14.4% | -30.7% | -19.7% |
| 6M | -7.5% | +40.9% | -48.4% | -17.1% |
| YTD | +34.0% | +43.5% | -9.6% | +19.6% |
| 1Y | +39.3% | +49.9% | -10.7% | +22.6% |
| 3Y | +128.9% | +84.6% | +44.2% | +83.5% |
| All | +75.5% | +151.3% | -75.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling