+67.5%
MA vs AMGN
+107.5%
-40.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.1% | +8.6% | +0.7% |
| 7D | -1.8% | -10.3% | +8.5% | +0.4% |
| 30D | +1.4% | -3.8% | +5.2% | +2.1% |
| 3M | +17.7% | +14.4% | +3.4% | +14.1% |
| 6M | +9.7% | +7.8% | +1.8% | +7.6% |
| YTD | +0.5% | +22.6% | -22.1% | -4.6% |
| 1Y | -2.1% | +44.2% | -46.3% | -10.7% |
| 3Y | +40.1% | +65.8% | -25.7% | +20.5% |
| 5Y | +67.5% | +108.0% | -40.5% | +31.0% |
| All | +67.5% | +107.5% | -40.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling