-45.2%
INTU vs AMGN
+64.6%
-109.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.3% | +3.1% |
| 7D | +8.7% | +5.9% | +2.8% | +8.2% |
| 30D | +25.9% | +18.7% | +7.1% | +24.7% |
| 3M | +10.7% | +23.4% | -12.7% | +10.6% |
| 6M | -11.6% | +49.7% | -61.3% | -9.5% |
| YTD | -45.4% | +49.2% | -94.6% | -44.9% |
| 1Y | -45.2% | +65.7% | -111.0% | -45.1% |
| All | -45.2% | +64.6% | -109.9% | -45.1% |
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