+2,413.6%
IBM vs AMGN
+63,747.9%
-61,334.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.4% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +0.3% | +7.8% | -7.6% | -1.4% |
| 3M | -21.6% | +27.3% | -48.9% | -25.7% |
| 6M | -4.7% | +16.8% | -21.5% | -8.2% |
| YTD | -19.1% | +36.3% | -55.4% | -24.9% |
| 1Y | -2.5% | +60.4% | -62.9% | -13.0% |
| 3Y | +74.2% | +86.3% | -12.2% | +48.6% |
| 5Y | +113.1% | +125.7% | -12.5% | +73.2% |
| 10Y | +133.5% | +247.0% | -113.5% | +71.2% |
| All | +2,413.6% | +63,747.9% | -61,334.3% | +591.5% |
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 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