-1.1%
META vs AMGN
+48.3%
-49.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.8% |
| 30D | -15.4% | +11.5% | -26.9% | -14.9% |
| 3M | +3.5% | +14.4% | -10.9% | +4.3% |
| 6M | -0.3% | +40.9% | -41.2% | +0.1% |
| YTD | -7.3% | +43.5% | -50.9% | -5.9% |
| 1Y | -1.1% | +49.9% | -51.0% | +1.0% |
| All | -1.1% | +48.3% | -49.4% | +1.0% |
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