+14,280.5%
INTU vs AMGN
+14,981.6%
-701.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.7% |
| 7D | -7.1% | +1.1% | -8.2% | -7.5% |
| 30D | +1.5% | +7.8% | -6.4% | -1.6% |
| 3M | +10.7% | +27.3% | -16.6% | +0.2% |
| 6M | -23.8% | +16.8% | -40.7% | -29.3% |
| YTD | -49.3% | +36.3% | -85.6% | -56.0% |
| 1Y | -49.7% | +60.4% | -110.1% | -59.4% |
| 3Y | -38.0% | +86.3% | -124.4% | -54.3% |
| 5Y | -38.7% | +125.7% | -164.4% | -58.8% |
| 10Y | +221.3% | +247.0% | -25.7% | +77.4% |
| All | +14,280.5% | +14,981.6% | -701.1% | +1,953.9% |
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