+4,770.1%
DELL vs AMGN
+208.0%
+4,562.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.1% | +11.9% | +5.2% |
| 7D | +25.6% | -10.3% | +35.9% | +29.9% |
| 30D | +17.7% | -3.8% | +21.4% | +18.5% |
| 3M | +33.4% | +14.4% | +19.0% | +25.9% |
| 6M | +266.2% | +7.8% | +258.4% | +251.9% |
| YTD | +328.0% | +22.6% | +305.4% | +292.6% |
| 1Y | +339.6% | +44.2% | +295.4% | +277.7% |
| 3Y | +694.6% | +65.8% | +628.8% | +526.8% |
| 5Y | +1,122.0% | +108.0% | +1,014.0% | +765.4% |
| 10Y | +4,062.5% | +209.9% | +3,852.6% | +2,478.9% |
| All | +4,770.1% | +208.0% | +4,562.1% | +2,948.3% |
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 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