-52.7%
INTU vs AMGN
+43.9%
-96.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -8.5% | -11.6% | +3.2% | -7.9% |
| 30D | -6.1% | -5.7% | -0.5% | -5.5% |
| 3M | +7.3% | +14.2% | -6.9% | +9.2% |
| 6M | -33.2% | +5.2% | -38.4% | -30.9% |
| YTD | -52.2% | +22.0% | -74.1% | -51.7% |
| 1Y | -52.7% | +43.6% | -96.3% | -53.1% |
| All | -52.7% | +43.9% | -96.6% | -53.1% |
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