+396.0%
HPE vs AMGN
+103.1%
+292.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.3% | +13.8% | +12.7% |
| 7D | +19.4% | -13.7% | +33.1% | +22.4% |
| 30D | +5.6% | -8.8% | +14.4% | +6.9% |
| 3M | +33.1% | +7.2% | +25.9% | +29.3% |
| 6M | +192.5% | +1.3% | +191.2% | +188.1% |
| YTD | +160.9% | +17.6% | +143.3% | +146.5% |
| 1Y | +155.0% | +37.2% | +117.8% | +129.4% |
| 3Y | +289.4% | +57.7% | +231.7% | +223.8% |
| All | +396.0% | +103.1% | +292.9% | +270.4% |
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