+1,055.3%
DELL vs AMGN
+106.4%
+948.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.9% |
| 7D | -1.9% | -13.9% | +12.0% | +1.2% |
| 30D | +14.9% | -7.1% | +22.0% | +16.3% |
| 3M | +37.2% | +13.9% | +23.3% | +31.4% |
| 6M | +254.0% | +3.2% | +250.7% | +247.8% |
| YTD | +306.1% | +19.2% | +286.9% | +284.4% |
| 1Y | +312.3% | +41.1% | +271.1% | +271.1% |
| 3Y | +654.0% | +61.3% | +592.7% | +533.3% |
| 5Y | +1,055.3% | +109.1% | +946.3% | +805.1% |
| All | +1,055.3% | +106.4% | +948.9% | +805.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling