+129.2%
HPE vs AMGN
+57.8%
+71.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.5% |
| 7D | -0.6% | +1.1% | -1.7% | -0.6% |
| 30D | -2.3% | +7.8% | -10.1% | -2.3% |
| 3M | -2.9% | +27.3% | -30.1% | -3.7% |
| 6M | +143.6% | +16.8% | +126.7% | +145.1% |
| YTD | +118.5% | +36.3% | +82.2% | +115.6% |
| 1Y | +129.2% | +60.4% | +68.8% | +115.9% |
| All | +129.2% | +57.8% | +71.4% | +115.9% |
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