+31,416.6%
AVGO vs AMGN
+949.5%
+30,467.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | -14.4% | +7.8% | -22.3% | -17.2% |
| 3M | -14.4% | +27.3% | -41.7% | -23.1% |
| 6M | +13.1% | +16.8% | -3.7% | +5.0% |
| YTD | +3.8% | +36.3% | -32.5% | -10.3% |
| 1Y | +17.8% | +60.4% | -42.6% | -5.9% |
| 3Y | +325.3% | +86.3% | +238.9% | +204.7% |
| 5Y | +689.9% | +125.7% | +564.3% | +406.6% |
| 10Y | +2,597.0% | +247.0% | +2,350.0% | +1,257.9% |
| All | +31,416.6% | +949.5% | +30,467.1% | +8,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling