+15,614.6%
MA vs AMGN
+910.8%
+14,703.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | +14.7% | +11.5% | +3.2% | +9.7% |
| 3M | +13.5% | +14.4% | -0.9% | +6.8% |
| 6M | +33.1% | +40.9% | -7.8% | +14.5% |
| YTD | +15.1% | +43.5% | -28.5% | -2.7% |
| 1Y | +18.7% | +49.9% | -31.2% | -1.6% |
| 3Y | +72.1% | +84.6% | -12.6% | +26.1% |
| 5Y | +92.8% | +151.6% | -58.8% | +20.4% |
| 10Y | +571.6% | +358.2% | +213.5% | +210.7% |
| All | +15,614.6% | +910.8% | +14,703.9% | +4,472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling