+16.8%
F vs AMGN
+16.6%
+0.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.1% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +4.6% | +7.8% | -3.2% | +1.7% |
| 3M | -3.7% | +27.3% | -30.9% | -13.9% |
| 6M | +16.8% | +16.8% | 0.0% | +7.8% |
| All | +16.8% | +16.6% | +0.2% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling