+11,671.2%
COST vs AMGN
+57,313.9%
-45,642.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | +1.8% |
| 7D | -3.2% | -10.3% | +7.1% | -0.8% |
| 30D | -4.0% | -3.8% | -0.2% | -3.3% |
| 3M | -6.5% | +14.4% | -20.9% | -9.7% |
| 6M | -8.5% | +7.8% | -16.4% | -10.5% |
| YTD | +6.0% | +22.6% | -16.6% | +0.4% |
| 1Y | -5.8% | +44.2% | -50.0% | -14.5% |
| 3Y | +71.8% | +65.8% | +6.0% | +48.6% |
| 5Y | +106.2% | +108.0% | -1.7% | +67.9% |
| 10Y | +602.0% | +209.9% | +392.2% | +410.7% |
| All | +11,671.2% | +57,313.9% | -45,642.7% | +2,067.7% |
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