+513.2%
MA vs AMGN
+210.7%
+302.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.5% | -11.6% | +8.1% | +0.6% |
| 30D | +0.8% | -5.7% | +6.4% | +2.6% |
| 3M | +14.8% | +14.2% | +0.6% | +8.8% |
| 6M | +10.0% | +5.2% | +4.8% | +7.2% |
| YTD | -0.1% | +22.0% | -22.1% | -8.4% |
| 1Y | -2.2% | +43.6% | -45.9% | -16.2% |
| 3Y | +39.3% | +65.0% | -25.7% | +8.9% |
| 5Y | +66.3% | +112.0% | -45.7% | +13.7% |
| 10Y | +513.2% | +216.6% | +296.7% | +262.5% |
| All | +513.2% | +210.7% | +302.5% | +262.5% |
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