+280,910.8%
LRCX vs AMGN
+55,751.4%
+225,159.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.7% |
| 7D | +1.8% | -13.9% | +15.7% | +7.7% |
| 30D | -4.3% | -7.1% | +2.8% | -2.1% |
| 3M | -7.3% | +13.9% | -21.2% | -13.2% |
| 6M | +38.6% | +3.2% | +35.3% | +34.9% |
| YTD | +74.4% | +19.2% | +55.2% | +59.4% |
| 1Y | +179.1% | +41.1% | +138.0% | +137.5% |
| 3Y | +357.7% | +61.3% | +296.4% | +260.7% |
| 5Y | +424.9% | +109.1% | +315.8% | +266.7% |
| 10Y | +3,642.4% | +209.4% | +3,432.9% | +2,121.4% |
| All | +280,910.8% | +55,751.4% | +225,159.4% | +23,392.1% |
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