-17.2%
F vs AMGN
+156.1%
-173.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +1.1% | -4.2% | -3.5% |
| 30D | 0.0% | +9.3% | -9.2% | -2.8% |
| 3M | -13.2% | +12.1% | -25.3% | -16.6% |
| 6M | -10.2% | +40.3% | -50.5% | -20.1% |
| YTD | -4.9% | +45.2% | -50.1% | -16.7% |
| 1Y | -6.1% | +42.4% | -48.5% | -17.2% |
| 3Y | +46.0% | +91.0% | -45.1% | +13.5% |
| All | -17.2% | +156.1% | -173.3% | -40.8% |
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