+569.6%
MA vs AMGN
+320.4%
+249.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.0% |
| 30D | +11.0% | +12.1% | -1.1% | +6.5% |
| 3M | +17.9% | +13.6% | +4.2% | +11.9% |
| 6M | +33.2% | +43.9% | -10.8% | +15.3% |
| YTD | +16.5% | +45.9% | -29.5% | -0.5% |
| 1Y | +19.1% | +42.1% | -23.0% | +2.7% |
| 3Y | +70.6% | +91.6% | -21.0% | +25.3% |
| 5Y | +92.1% | +158.5% | -66.4% | +19.1% |
| 10Y | +569.6% | +323.2% | +246.4% | +238.4% |
| All | +569.6% | +320.4% | +249.2% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling