+335.4%
AVGO vs AMGN
+62.1%
+273.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.8% |
| 7D | +1.0% | -13.9% | +14.9% | +2.0% |
| 30D | -13.3% | -7.1% | -6.1% | -13.1% |
| 3M | -2.9% | +13.9% | -16.8% | -4.7% |
| 6M | +5.7% | +3.2% | +2.5% | +4.9% |
| YTD | +4.6% | +19.2% | -14.6% | +2.0% |
| 1Y | -1.6% | +41.1% | -42.8% | -6.9% |
| All | +335.4% | +62.1% | +273.4% | +281.1% |
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 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