+703.5%
AVGO vs AMGN
+111.1%
+592.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | -11.6% | +10.9% | +0.9% |
| 30D | -13.7% | -5.7% | -8.1% | -13.3% |
| 3M | -6.9% | +14.2% | -21.2% | -9.6% |
| 6M | +5.8% | +5.2% | +0.6% | +4.2% |
| YTD | +5.7% | +22.0% | -16.3% | +0.9% |
| 1Y | +9.0% | +43.6% | -34.6% | -0.1% |
| 3Y | +340.5% | +65.0% | +275.5% | +276.1% |
| All | +703.5% | +111.1% | +592.3% | +508.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling