+102.3%
INTC vs AMGN
+106.4%
-4.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -4.8% |
| 7D | +9.4% | -13.9% | +23.3% | +14.9% |
| 30D | +2.7% | -7.1% | +9.8% | +4.3% |
| 3M | -6.3% | +13.9% | -20.2% | -13.3% |
| 6M | +114.5% | +3.2% | +111.2% | +106.8% |
| YTD | +171.9% | +19.2% | +152.6% | +145.6% |
| 1Y | +305.0% | +41.1% | +263.9% | +237.5% |
| 3Y | +168.3% | +61.3% | +107.1% | +109.0% |
| 5Y | +102.3% | +109.1% | -6.8% | +36.4% |
| All | +102.3% | +106.4% | -4.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling