+358.3%
DELL vs AMGN
+39.2%
+319.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.3% | +12.0% |
| 7D | +8.2% | -13.7% | +21.9% | +9.1% |
| 30D | +17.1% | -8.8% | +25.9% | +17.4% |
| 3M | +45.2% | +7.2% | +38.0% | +42.0% |
| 6M | +286.8% | +1.3% | +285.5% | +284.3% |
| YTD | +354.8% | +17.6% | +337.1% | +340.2% |
| 1Y | +358.3% | +37.2% | +321.1% | +319.0% |
| All | +358.3% | +39.2% | +319.0% | +319.0% |
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