+998.2%
C vs AMGN
+67,134.3%
-66,136.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -6.0% | +11.5% | -17.4% | -9.3% |
| 3M | -10.5% | +14.4% | -24.9% | -14.8% |
| 6M | -5.7% | +40.9% | -46.6% | -16.3% |
| YTD | +4.1% | +43.5% | -39.4% | -8.6% |
| 1Y | +20.5% | +49.9% | -29.5% | +4.2% |
| 3Y | +208.1% | +84.6% | +123.5% | +144.2% |
| 5Y | +110.4% | +151.6% | -41.2% | +49.0% |
| 10Y | +234.6% | +358.2% | -123.6% | +93.9% |
| All | +998.2% | +67,134.3% | -66,136.0% | +62.1% |
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 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