+1,458.7%
DIS vs AMGN
+63,747.9%
-62,289.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | +6.8% | +27.3% | -20.4% | +0.7% |
| 6M | +3.0% | +16.8% | -13.8% | -1.0% |
| YTD | -6.7% | +36.3% | -43.0% | -13.8% |
| 1Y | -10.1% | +60.4% | -70.5% | -20.3% |
| 3Y | +33.0% | +86.3% | -53.3% | +12.2% |
| 5Y | -40.0% | +125.7% | -165.7% | -52.0% |
| 10Y | +21.1% | +247.0% | -226.0% | -14.0% |
| All | +1,458.7% | +63,747.9% | -62,289.1% | +212.7% |
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