+0.8%
META vs AMGN
+64.6%
-63.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.6% |
| 7D | +2.9% | +5.9% | -3.0% | +3.0% |
| 30D | -15.1% | +18.7% | -33.8% | -14.7% |
| 3M | +7.2% | +23.4% | -16.2% | +7.7% |
| 6M | +3.4% | +49.7% | -46.3% | +2.8% |
| YTD | -4.3% | +49.2% | -53.5% | -4.4% |
| 1Y | +0.8% | +65.7% | -65.0% | -2.0% |
| All | +0.8% | +64.6% | -63.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling