+207.0%
C vs AMGN
+319.8%
-112.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | +1.1% | +3.0% | +3.7% |
| 30D | +2.0% | +9.3% | -7.3% | -1.5% |
| 3M | -10.1% | +12.1% | -22.2% | -14.6% |
| 6M | +1.0% | +40.3% | -39.3% | -12.8% |
| YTD | +8.5% | +45.2% | -36.7% | -8.3% |
| 1Y | +25.7% | +42.4% | -16.7% | +7.1% |
| 3Y | +216.0% | +91.0% | +125.0% | +128.1% |
| 5Y | +112.3% | +157.4% | -45.1% | +28.5% |
| All | +207.0% | +319.8% | -112.7% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling