+319.1%
DELL vs AMGN
+57.8%
+261.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +14.9% | +1.1% | +13.8% | +14.8% |
| 30D | +13.3% | +7.8% | +5.4% | +12.4% |
| 3M | +24.4% | +27.3% | -2.9% | +19.8% |
| 6M | +258.0% | +16.8% | +241.2% | +253.3% |
| YTD | +320.2% | +36.3% | +283.9% | +303.6% |
| 1Y | +319.1% | +60.4% | +258.6% | +276.3% |
| All | +319.1% | +57.8% | +261.3% | +276.3% |
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