+105.9%
C vs AMGN
+151.3%
-45.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -6.0% | +11.5% | -17.4% | -8.3% |
| 3M | -10.5% | +14.4% | -24.9% | -13.6% |
| 6M | -5.7% | +40.9% | -46.6% | -13.8% |
| YTD | +4.1% | +43.5% | -39.4% | -5.6% |
| 1Y | +20.5% | +49.9% | -29.5% | +7.9% |
| 3Y | +208.1% | +84.6% | +123.5% | +155.2% |
| All | +105.9% | +151.3% | -45.4% | +53.4% |
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