+1,163.5%
C vs AMGN
+63,747.9%
-62,584.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +0.1% | +7.8% | -7.8% | -2.4% |
| 3M | +2.4% | +27.3% | -24.8% | -5.6% |
| 6M | +24.9% | +16.8% | +8.1% | +18.2% |
| YTD | +19.8% | +36.3% | -16.5% | +7.4% |
| 1Y | +44.9% | +60.4% | -15.6% | +22.5% |
| 3Y | +263.0% | +86.3% | +176.6% | +187.5% |
| 5Y | +129.5% | +125.7% | +3.9% | +69.0% |
| 10Y | +291.6% | +247.0% | +44.6% | +147.9% |
| All | +1,163.5% | +63,747.9% | -62,584.3% | +90.4% |
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 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