+57.4%
INTC vs AMGN
+64.6%
-7.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -3.8% |
| 7D | -39.0% | +5.9% | -44.9% | -39.1% |
| 30D | -49.8% | +18.7% | -68.6% | -50.4% |
| 3M | -42.2% | +23.4% | -65.6% | -44.7% |
| 6M | -39.2% | +49.7% | -88.9% | -46.3% |
| YTD | +57.9% | +49.2% | +8.7% | +40.8% |
| 1Y | +57.4% | +65.7% | -8.4% | +36.5% |
| All | +57.4% | +64.6% | -7.3% | +36.5% |
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 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