+192.5%
JNJ vs AMGN
+206.2%
-13.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -3.5% | -13.7% | +10.2% | +1.7% |
| 30D | +2.3% | -8.8% | +11.1% | +5.6% |
| 3M | +12.0% | +7.2% | +4.8% | +8.8% |
| 6M | +10.5% | +1.3% | +9.2% | +9.4% |
| YTD | +30.4% | +17.6% | +12.7% | +21.7% |
| 1Y | +52.1% | +37.2% | +15.0% | +33.3% |
| 3Y | +77.8% | +57.7% | +20.1% | +43.7% |
| 5Y | +82.9% | +106.3% | -23.4% | +30.5% |
| All | +192.5% | +206.2% | -13.6% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling