+179.9%
INTC vs AMGN
+65.8%
+114.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +18.0% | -11.6% | +29.6% | +22.0% |
| 30D | +8.9% | -5.7% | +14.6% | +9.7% |
| 3M | -1.6% | +14.2% | -15.8% | -8.7% |
| 6M | +133.1% | +5.2% | +127.9% | +123.4% |
| YTD | +187.9% | +22.0% | +165.9% | +159.2% |
| 1Y | +334.7% | +43.6% | +291.1% | +263.8% |
| All | +179.9% | +65.8% | +114.1% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling