+17.8%
AVGO vs AMGN
+57.8%
-40.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -3.0% | +1.1% | -4.1% | -2.9% |
| 30D | -14.4% | +7.8% | -22.3% | -14.2% |
| 3M | -14.4% | +27.3% | -41.7% | -13.7% |
| 6M | +13.1% | +16.8% | -3.7% | +14.3% |
| YTD | +3.8% | +36.3% | -32.5% | +5.6% |
| 1Y | +17.8% | +60.4% | -42.7% | +17.8% |
| All | +17.8% | +57.8% | -40.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling