+143.3%
DELL vs AMGN
+64.6%
+78.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.7% | -12.6% | -8.2% |
| 7D | -24.6% | +5.9% | -30.5% | -23.9% |
| 30D | -32.5% | +18.7% | -51.2% | -31.2% |
| 3M | -20.2% | +23.4% | -43.6% | -18.9% |
| 6M | +76.5% | +49.7% | +26.7% | +73.4% |
| YTD | +198.9% | +49.2% | +149.7% | +202.0% |
| 1Y | +143.3% | +65.7% | +77.6% | +149.9% |
| All | +143.3% | +64.6% | +78.7% | +149.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling