+2,761.7%
AVGO vs AMGN
+210.3%
+2,551.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.2% |
| 7D | +1.0% | -13.9% | +14.9% | +5.9% |
| 30D | -13.3% | -7.1% | -6.1% | -11.6% |
| 3M | -2.9% | +13.9% | -16.8% | -8.4% |
| 6M | +5.7% | +3.2% | +2.5% | +3.1% |
| YTD | +4.6% | +19.2% | -14.6% | -3.9% |
| 1Y | -1.6% | +41.1% | -42.8% | -16.1% |
| 3Y | +336.2% | +61.3% | +274.9% | +236.9% |
| 5Y | +695.6% | +109.1% | +586.6% | +430.5% |
| All | +2,761.7% | +210.3% | +2,551.4% | +1,503.6% |
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