+11,024.8%
JPM vs AMGN
+57,313.9%
-46,289.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.1% | +8.6% | +1.6% |
| 7D | -0.4% | -10.3% | +9.9% | +2.7% |
| 30D | -1.1% | -3.8% | +2.6% | -0.2% |
| 3M | +14.1% | +14.4% | -0.2% | +9.1% |
| 6M | +23.3% | +7.8% | +15.5% | +19.8% |
| YTD | +11.3% | +22.6% | -11.3% | +3.7% |
| 1Y | +23.0% | +44.2% | -21.2% | +8.8% |
| 3Y | +162.6% | +65.8% | +96.7% | +118.3% |
| 5Y | +152.8% | +108.0% | +44.8% | +94.3% |
| 10Y | +583.6% | +209.9% | +373.8% | +358.6% |
| All | +11,024.8% | +57,313.9% | -46,289.1% | +1,916.5% |
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