+31,139.8%
HD vs AMGN
+63,747.9%
-32,608.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -8.4% | +7.8% | -16.3% | -10.4% |
| 3M | +4.3% | +27.3% | -22.9% | -2.7% |
| 6M | -11.1% | +16.8% | -28.0% | -15.1% |
| YTD | -4.7% | +36.3% | -41.0% | -13.1% |
| 1Y | -19.8% | +60.4% | -80.2% | -30.5% |
| 3Y | +4.1% | +86.3% | -82.2% | -14.8% |
| 5Y | +10.3% | +125.7% | -115.3% | -15.1% |
| 10Y | +203.2% | +247.0% | -43.9% | +104.1% |
| All | +31,139.8% | +63,747.9% | -32,608.1% | +3,299.6% |
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