-40.7%
INTU vs AMGN
+68.2%
-108.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +5.9% | -2.8% |
| 7D | -7.5% | -10.3% | +2.7% | -6.2% |
| 30D | -1.9% | -3.8% | +1.8% | -1.3% |
| 3M | +4.9% | +14.4% | -9.5% | +3.6% |
| 6M | -33.2% | +7.8% | -41.0% | -33.4% |
| YTD | -51.4% | +22.6% | -74.0% | -52.7% |
| 1Y | -52.0% | +44.2% | -96.2% | -54.8% |
| 3Y | -40.7% | +65.8% | -106.5% | -48.3% |
| All | -40.7% | +68.2% | -108.9% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling