+2,536.4%
IBM vs AMGN
+68,103.9%
-65,567.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | +6.8% | +13.1% | -6.4% | +3.8% |
| 3M | +4.4% | +12.9% | -8.5% | +1.3% |
| 6M | +13.2% | +40.8% | -27.6% | +4.5% |
| YTD | -15.1% | +45.6% | -60.8% | -22.6% |
| 1Y | -20.2% | +42.7% | -62.9% | -26.9% |
| 3Y | +79.3% | +91.2% | -11.9% | +51.9% |
| 5Y | +147.5% | +158.1% | -10.7% | +94.7% |
| 10Y | +140.2% | +322.3% | -182.1% | +68.7% |
| All | +2,536.4% | +68,103.9% | -65,567.5% | +612.6% |
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