-6.5%
IBM vs AMGN
+40.4%
-46.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -2.1% |
| 7D | -0.3% | -13.9% | +13.6% | +2.1% |
| 30D | -1.8% | -7.1% | +5.3% | -0.8% |
| 3M | -13.5% | +13.9% | -27.4% | -14.4% |
| 6M | -5.1% | +3.2% | -8.3% | -5.8% |
| YTD | -19.4% | +19.2% | -38.6% | -20.9% |
| 1Y | -6.5% | +41.1% | -47.7% | -9.9% |
| All | -6.5% | +40.4% | -46.9% | -9.9% |
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