+159.4%
LRCX vs AMGN
+39.2%
+120.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.1% | -13.7% | +10.6% | -1.5% |
| 30D | -8.6% | -8.8% | +0.2% | -8.3% |
| 3M | -17.7% | +7.2% | -24.9% | -21.5% |
| 6M | +36.4% | +1.3% | +35.1% | +31.3% |
| YTD | +74.5% | +17.6% | +56.9% | +64.2% |
| 1Y | +159.4% | +37.2% | +122.3% | +123.7% |
| All | +159.4% | +39.2% | +120.2% | +123.7% |
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 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