+252.1%
INTC vs AMGN
+206.2%
+46.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.2% |
| 7D | +7.5% | -13.7% | +21.1% | +14.4% |
| 30D | +2.0% | -8.8% | +10.8% | +5.2% |
| 3M | -12.0% | +7.2% | -19.2% | -17.0% |
| 6M | +114.5% | +1.3% | +113.3% | +108.2% |
| YTD | +179.0% | +17.6% | +161.3% | +150.0% |
| 1Y | +318.3% | +37.2% | +281.1% | +243.7% |
| 3Y | +171.2% | +57.7% | +113.5% | +102.3% |
| 5Y | +107.6% | +106.3% | +1.3% | +31.2% |
| All | +252.1% | +206.2% | +46.0% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling