+82.9%
ASML vs AMGN
+156.8%
-73.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +10.4% | +1.5% | +8.9% | +10.0% |
| 30D | -12.7% | +13.1% | -25.9% | -15.5% |
| 3M | -17.2% | +12.9% | -30.1% | -20.2% |
| 6M | -1.3% | +40.8% | -42.1% | -11.5% |
| YTD | +40.8% | +45.6% | -4.8% | +25.1% |
| 1Y | +45.2% | +42.7% | +2.5% | +29.8% |
| 3Y | +131.8% | +91.2% | +40.6% | +83.4% |
| All | +82.9% | +156.8% | -73.9% | +23.9% |
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