+318.3%
INTC vs AMGN
+39.2%
+279.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.7% |
| 7D | +7.5% | -13.7% | +21.1% | +8.6% |
| 30D | +2.0% | -8.8% | +10.8% | +1.6% |
| 3M | -12.0% | +7.2% | -19.2% | -16.5% |
| 6M | +114.5% | +1.3% | +113.3% | +106.7% |
| YTD | +179.0% | +17.6% | +161.3% | +158.7% |
| 1Y | +318.3% | +37.2% | +281.1% | +290.2% |
| All | +318.3% | +39.2% | +279.0% | +290.2% |
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