+246.3%
HPE vs AMGN
+62.1%
+184.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.0% | -6.0% |
| 7D | +1.4% | -13.9% | +15.3% | +3.0% |
| 30D | +1.5% | -7.1% | +8.7% | +1.9% |
| 3M | +21.7% | +13.9% | +7.8% | +17.7% |
| 6M | +164.2% | +3.2% | +160.9% | +160.3% |
| YTD | +132.1% | +19.2% | +112.8% | +121.8% |
| 1Y | +130.6% | +41.1% | +89.5% | +111.3% |
| All | +246.3% | +62.1% | +184.3% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling