+92.3%
MA vs AMGN
+151.3%
-59.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +14.7% | +11.5% | +3.2% | +12.1% |
| 3M | +13.5% | +14.4% | -0.9% | +10.1% |
| 6M | +33.1% | +40.9% | -7.8% | +23.4% |
| YTD | +15.1% | +43.5% | -28.5% | +5.7% |
| 1Y | +18.7% | +49.9% | -31.2% | +7.9% |
| 3Y | +72.1% | +84.6% | -12.6% | +45.4% |
| All | +92.3% | +151.3% | -59.0% | +35.2% |
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