-7.3%
F vs AMGN
+41.7%
-49.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -3.9% | +1.5% | -5.3% | -4.3% |
| 30D | -0.5% | +13.1% | -13.6% | -3.7% |
| 3M | -12.9% | +12.9% | -25.8% | -15.7% |
| 6M | +1.5% | +40.8% | -39.2% | -8.7% |
| YTD | -5.0% | +45.6% | -50.6% | -15.0% |
| 1Y | -7.3% | +42.7% | -50.1% | -16.3% |
| All | -7.3% | +41.7% | -49.1% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling