+72.4%
IBM vs AMGN
+68.2%
+4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.1% | +8.9% | +0.9% |
| 7D | +0.3% | -10.3% | +10.6% | +2.4% |
| 30D | -1.5% | -3.8% | +2.3% | -0.9% |
| 3M | -16.8% | +14.4% | -31.1% | -18.9% |
| 6M | -9.0% | +7.8% | -16.9% | -10.6% |
| YTD | -20.1% | +22.6% | -42.6% | -23.6% |
| 1Y | -7.0% | +44.2% | -51.2% | -14.6% |
| 3Y | +72.4% | +65.8% | +6.6% | +51.5% |
| All | +72.4% | +68.2% | +4.2% | +51.5% |
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