+43.3%
DIS vs AMGN
+86.0%
-42.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.5% |
| 30D | +11.5% | +11.5% | 0.0% | +9.2% |
| 3M | +11.5% | +14.4% | -2.9% | +8.5% |
| 6M | +8.9% | +40.9% | -32.1% | +1.9% |
| YTD | +3.4% | +43.5% | -40.1% | -3.5% |
| 1Y | +7.2% | +49.9% | -42.7% | -0.8% |
| 3Y | +43.3% | +84.6% | -41.3% | +35.8% |
| All | +43.3% | +86.0% | -42.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling