+14,671.9%
INTU vs AMGN
+16,010.5%
-1,338.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.1% | +1.5% | -5.6% | -4.7% |
| 30D | +12.8% | +13.1% | -0.3% | +7.4% |
| 3M | +2.1% | +12.9% | -10.8% | -3.1% |
| 6M | -11.5% | +40.8% | -52.2% | -23.6% |
| YTD | -47.9% | +45.6% | -93.5% | -56.1% |
| 1Y | -47.7% | +42.7% | -90.4% | -55.6% |
| 3Y | -34.0% | +91.2% | -125.1% | -51.9% |
| 5Y | -43.5% | +158.1% | -201.7% | -64.1% |
| 10Y | +231.1% | +322.3% | -91.2% | +69.2% |
| All | +14,671.9% | +16,010.5% | -1,338.6% | +1,947.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling