-49.7%
INTU vs AMGN
+57.8%
-107.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.3% |
| 7D | -7.1% | +1.1% | -8.2% | -7.1% |
| 30D | +1.5% | +7.8% | -6.4% | +1.5% |
| 3M | +10.7% | +27.3% | -16.6% | +11.8% |
| 6M | -23.8% | +16.8% | -40.7% | -21.7% |
| YTD | -49.3% | +36.3% | -85.6% | -49.1% |
| 1Y | -49.7% | +60.4% | -110.1% | -50.4% |
| All | -49.7% | +57.8% | -107.5% | -50.4% |
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 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