+677.7%
HPE vs AMGN
+255.7%
+422.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.1% | +17.8% | +11.1% |
| 7D | +10.1% | -10.3% | +20.4% | +13.7% |
| 30D | +5.3% | -3.8% | +9.0% | +5.9% |
| 3M | +12.7% | +14.4% | -1.7% | +5.9% |
| 6M | +167.7% | +7.8% | +159.8% | +156.4% |
| YTD | +135.5% | +22.6% | +112.9% | +114.2% |
| 1Y | +143.4% | +44.2% | +99.2% | +106.4% |
| 3Y | +249.2% | +65.8% | +183.4% | +170.5% |
| 5Y | +343.8% | +108.0% | +235.9% | +206.9% |
| 10Y | +495.9% | +209.9% | +286.0% | +229.5% |
| All | +677.7% | +255.7% | +422.0% | +295.6% |
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