+16.1%
JPM vs AMGN
+64.6%
-48.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +3.6% |
| 7D | +3.8% | +5.9% | -2.1% | +2.9% |
| 30D | +6.5% | +18.7% | -12.3% | +4.1% |
| 3M | -1.0% | +23.4% | -24.4% | -4.0% |
| 6M | +15.5% | +49.7% | -34.2% | +8.4% |
| YTD | +11.4% | +49.2% | -37.8% | +4.7% |
| 1Y | +16.1% | +65.7% | -49.7% | +6.9% |
| All | +16.1% | +64.6% | -48.6% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling