-41.3%
DIS vs AMGN
+130.8%
-172.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.4% |
| 7D | -2.6% | +1.1% | -3.7% | -2.8% |
| 30D | +3.5% | +7.8% | -4.3% | +1.7% |
| 3M | +6.8% | +27.3% | -20.4% | +1.1% |
| 6M | +3.0% | +16.8% | -13.8% | -0.8% |
| YTD | -6.7% | +36.3% | -43.0% | -13.2% |
| 1Y | -10.1% | +60.4% | -70.5% | -19.5% |
| 3Y | +33.0% | +86.3% | -53.3% | +12.6% |
| All | -41.3% | +130.8% | -172.1% | -53.8% |
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 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