-41.7%
INTU vs AMGN
+107.5%
-149.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.1% | +5.9% | -2.0% |
| 7D | -7.5% | -10.3% | +2.7% | -5.4% |
| 30D | -1.9% | -3.8% | +1.8% | -1.1% |
| 3M | +4.9% | +14.4% | -9.5% | +2.1% |
| 6M | -33.2% | +7.8% | -41.0% | -34.2% |
| YTD | -51.4% | +22.6% | -74.0% | -53.8% |
| 1Y | -52.0% | +44.2% | -96.2% | -56.5% |
| 3Y | -40.7% | +65.8% | -106.5% | -50.6% |
| 5Y | -41.7% | +108.0% | -149.7% | -57.4% |
| All | -41.7% | +107.5% | -149.3% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling