+89.4%
ASML vs AMGN
+153.9%
-64.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | +0.9% | -3.7% | -3.0% |
| 30D | -15.2% | +12.1% | -27.3% | -17.7% |
| 3M | -12.9% | +12.2% | -25.1% | -16.0% |
| 6M | -5.0% | +42.1% | -47.2% | -15.1% |
| YTD | +41.8% | +45.0% | -3.2% | +26.2% |
| 1Y | +46.0% | +47.7% | -1.7% | +29.1% |
| 3Y | +133.5% | +90.4% | +43.1% | +85.0% |
| All | +89.4% | +153.9% | -64.5% | +30.5% |
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