+10,848.8%
JPM vs AMGN
+67,900.9%
-57,052.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +3.3% | +9.3% | -6.0% | +0.6% |
| 3M | -4.2% | +12.1% | -16.3% | -7.8% |
| 6M | +16.4% | +40.3% | -23.9% | +4.5% |
| YTD | +9.5% | +45.2% | -35.7% | -3.2% |
| 1Y | +14.0% | +42.4% | -28.4% | +1.4% |
| 3Y | +153.1% | +91.0% | +62.0% | +101.7% |
| 5Y | +134.9% | +157.4% | -22.5% | +69.2% |
| 10Y | +485.7% | +321.0% | +164.7% | +259.2% |
| All | +10,848.8% | +67,900.9% | -57,052.1% | +1,783.7% |
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