+88.9%
AXP vs AMGN
+157.6%
-68.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | +3.7% | +12.1% | -8.4% | +0.9% |
| 3M | -4.9% | +13.6% | -18.5% | -8.1% |
| 6M | +4.1% | +43.9% | -39.9% | -5.9% |
| YTD | -11.7% | +45.9% | -57.6% | -20.9% |
| 1Y | -11.7% | +42.1% | -53.9% | -20.4% |
| 3Y | +116.5% | +91.6% | +24.9% | +73.9% |
| All | +88.9% | +157.6% | -68.7% | +22.7% |
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