+1,025.2%
C vs AMGN
+67,836.6%
-66,811.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.1% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -5.4% | +12.1% | -17.5% | -8.9% |
| 3M | -9.2% | +13.9% | -23.0% | -13.3% |
| 6M | -1.8% | +42.1% | -44.0% | -13.1% |
| YTD | +6.7% | +45.0% | -38.4% | -6.6% |
| 1Y | +23.5% | +49.3% | -25.8% | +6.9% |
| 3Y | +219.8% | +92.8% | +127.0% | +150.0% |
| 5Y | +112.4% | +156.7% | -44.3% | +49.4% |
| 10Y | +220.1% | +328.1% | -108.1% | +89.4% |
| All | +1,025.2% | +67,836.6% | -66,811.5% | +65.5% |
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