+208.1%
LRCX vs AMGN
+57.8%
+150.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +0.1% | +7.8% | -7.8% | -1.8% |
| 3M | -8.5% | +27.3% | -35.7% | -15.3% |
| 6M | +38.1% | +16.8% | +21.2% | +30.8% |
| YTD | +80.1% | +36.3% | +43.7% | +65.9% |
| 1Y | +208.1% | +60.4% | +147.6% | +156.6% |
| All | +208.1% | +57.8% | +150.3% | +156.6% |
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 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