+72.1%
MA vs AMGN
+86.0%
-14.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +14.7% | +11.5% | +3.2% | +12.7% |
| 3M | +13.5% | +14.4% | -0.9% | +10.9% |
| 6M | +33.1% | +40.9% | -7.8% | +25.5% |
| YTD | +15.1% | +43.5% | -28.5% | +7.7% |
| 1Y | +18.7% | +49.9% | -31.2% | +10.2% |
| 3Y | +72.1% | +84.6% | -12.6% | +52.1% |
| All | +72.1% | +86.0% | -14.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling