+13,824.2%
MA vs AMGN
+859.9%
+12,964.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.5% |
| 7D | -2.7% | +1.1% | -3.8% | -3.2% |
| 30D | +1.5% | +7.8% | -6.3% | -1.7% |
| 3M | +20.4% | +27.3% | -6.8% | +8.6% |
| 6M | +11.1% | +16.8% | -5.7% | +3.5% |
| YTD | +2.0% | +36.3% | -34.4% | -11.5% |
| 1Y | -2.2% | +60.4% | -62.6% | -21.2% |
| 3Y | +41.9% | +86.3% | -44.5% | +3.5% |
| 5Y | +75.4% | +125.7% | -50.3% | +15.2% |
| 10Y | +527.5% | +247.0% | +280.5% | +227.8% |
| All | +13,824.2% | +859.9% | +12,964.3% | +4,057.0% |
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