+77,094.7%
ASML vs AMGN
+8,259.3%
+68,835.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -7.8% |
| 7D | -19.0% | -0.1% | -18.9% | -19.0% |
| 30D | -25.9% | +14.3% | -40.3% | -30.1% |
| 3M | -19.1% | +13.5% | -32.6% | -24.0% |
| 6M | -5.7% | +41.5% | -47.3% | -19.7% |
| YTD | +27.6% | +43.5% | -15.9% | +7.8% |
| 1Y | +30.8% | +47.9% | -17.1% | +8.9% |
| 3Y | +116.2% | +86.6% | +29.6% | +58.7% |
| 5Y | +67.7% | +151.6% | -83.9% | +7.0% |
| 10Y | +1,355.3% | +358.1% | +997.3% | +604.5% |
| All | +77,094.7% | +8,259.3% | +68,835.4% | +11,318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling