+425.7%
META vs AMGN
+327.2%
+98.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +5.7% | 0.0% | +5.8% | +5.7% |
| 30D | -10.8% | +12.1% | -22.9% | -14.0% |
| 3M | +8.4% | +13.9% | -5.5% | +3.5% |
| 6M | +5.4% | +42.1% | -36.8% | -7.0% |
| YTD | -2.6% | +45.0% | -47.6% | -15.3% |
| 1Y | +3.5% | +49.3% | -45.8% | -11.1% |
| 3Y | +102.0% | +92.8% | +9.2% | +50.7% |
| 5Y | +93.1% | +156.7% | -63.7% | +23.7% |
| 10Y | +425.7% | +328.1% | +97.5% | +169.7% |
| All | +425.7% | +327.2% | +98.5% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling