+15,172.7%
INTC vs AMGN
+63,747.9%
-48,575.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.1% |
| 7D | +7.1% | +1.1% | +6.0% | +6.6% |
| 30D | -5.2% | +7.8% | -13.0% | -8.0% |
| 3M | -14.3% | +27.3% | -41.5% | -22.0% |
| 6M | +110.2% | +16.8% | +93.3% | +97.2% |
| YTD | +159.6% | +36.3% | +123.3% | +130.3% |
| 1Y | +289.3% | +60.4% | +228.8% | +224.5% |
| 3Y | +166.1% | +86.3% | +79.7% | +108.1% |
| 5Y | +94.4% | +125.7% | -31.3% | +41.2% |
| 10Y | +227.7% | +247.0% | -19.3% | +103.5% |
| All | +15,172.7% | +63,747.9% | -48,575.2% | +1,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling