+211.0%
INTU vs AMGN
+210.7%
+0.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -8.5% | -11.6% | +3.2% | -4.0% |
| 30D | -6.1% | -5.7% | -0.5% | -4.1% |
| 3M | +7.3% | +14.2% | -6.9% | +1.7% |
| 6M | -33.2% | +5.2% | -38.4% | -35.1% |
| YTD | -52.2% | +22.0% | -74.1% | -56.5% |
| 1Y | -52.7% | +43.6% | -96.3% | -60.2% |
| 3Y | -41.6% | +65.0% | -106.6% | -56.0% |
| 5Y | -42.6% | +112.0% | -154.7% | -62.9% |
| 10Y | +211.0% | +216.6% | -5.5% | +73.2% |
| All | +211.0% | +210.7% | +0.4% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling