+8,487.5%
JNJ vs AMGN
+57,313.8%
-48,826.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.1% | +7.9% | +0.1% |
| 7D | -0.8% | -10.3% | +9.5% | +1.7% |
| 30D | +4.3% | -3.8% | +8.1% | +5.2% |
| 3M | +16.5% | +14.4% | +2.1% | +12.7% |
| 6M | +13.1% | +7.8% | +5.3% | +10.9% |
| YTD | +32.1% | +22.6% | +9.6% | +25.5% |
| 1Y | +54.5% | +44.2% | +10.3% | +41.0% |
| 3Y | +82.5% | +65.8% | +16.7% | +59.7% |
| 5Y | +80.0% | +108.0% | -28.0% | +49.0% |
| 10Y | +195.7% | +209.9% | -14.2% | +121.8% |
| All | +8,487.5% | +57,313.8% | -48,826.3% | +1,436.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling