+278.5%
AVGO vs AMGN
+91.8%
+186.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +18.2% | +1.1% | +17.0% | +18.1% |
| 30D | +0.2% | +9.3% | -9.1% | -0.1% |
| 3M | -16.8% | +12.1% | -28.9% | -17.4% |
| 6M | -16.5% | +40.3% | -56.7% | -18.7% |
| YTD | +0.8% | +45.2% | -44.4% | -2.1% |
| 1Y | +2.8% | +42.4% | -39.6% | 0.0% |
| 3Y | +278.5% | +91.0% | +187.5% | +223.4% |
| All | +278.5% | +91.8% | +186.8% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling