+2,660.6%
AVGO vs AMGN
+319.8%
+2,340.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +18.2% | +1.1% | +17.0% | +17.7% |
| 30D | +0.2% | +9.3% | -9.1% | -2.8% |
| 3M | -16.8% | +12.1% | -28.9% | -20.6% |
| 6M | -16.5% | +40.3% | -56.7% | -27.2% |
| YTD | +0.8% | +45.2% | -44.4% | -13.9% |
| 1Y | +2.8% | +42.4% | -39.6% | -11.7% |
| 3Y | +278.5% | +91.0% | +187.5% | +173.8% |
| 5Y | +573.1% | +157.4% | +415.7% | +308.2% |
| All | +2,660.6% | +319.8% | +2,340.8% | +1,173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling