+154.6%
JPM vs AMGN
+106.4%
+48.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -2.3% | -13.9% | +11.5% | +0.6% |
| 30D | -2.3% | -7.1% | +4.8% | -1.0% |
| 3M | +14.9% | +13.9% | +1.0% | +11.3% |
| 6M | +23.6% | +3.2% | +20.4% | +22.2% |
| YTD | +11.3% | +19.2% | -8.0% | +6.4% |
| 1Y | +19.9% | +41.1% | -21.2% | +10.2% |
| 3Y | +162.6% | +61.3% | +101.3% | +127.6% |
| 5Y | +154.6% | +109.1% | +45.6% | +101.6% |
| All | +154.6% | +106.4% | +48.2% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling