+41,709.6%
MCHP vs AMGN
+13,593.3%
+28,116.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | -11.6% | +12.0% | +5.0% |
| 30D | -9.8% | -5.7% | -4.1% | -8.1% |
| 3M | -19.7% | +14.2% | -33.9% | -24.4% |
| 6M | +13.6% | +5.2% | +8.4% | +10.1% |
| YTD | +16.5% | +22.0% | -5.5% | +6.3% |
| 1Y | +15.7% | +43.6% | -27.9% | -1.4% |
| 3Y | 0.0% | +65.0% | -65.0% | -20.1% |
| 5Y | +4.4% | +112.0% | -107.6% | -25.1% |
| 10Y | +201.4% | +216.6% | -15.2% | +85.2% |
| All | +41,709.6% | +13,593.3% | +28,116.3% | +6,234.1% |
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 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