+25.3%
F vs AMGN
+43.8%
-18.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -10.1% | +5.8% | -1.2% |
| 7D | +1.2% | -10.3% | +11.4% | +4.4% |
| 30D | +1.2% | -3.8% | +5.0% | +2.5% |
| 3M | -5.7% | +14.4% | -20.0% | -9.5% |
| 6M | +17.9% | +7.8% | +10.1% | +14.4% |
| YTD | +10.4% | +22.6% | -12.2% | +4.3% |
| 1Y | +25.3% | +44.2% | -18.9% | +13.9% |
| All | +25.3% | +43.8% | -18.4% | +13.9% |
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