+107.3%
META vs AMGN
+86.3%
+21.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.1% |
| 7D | +6.7% | +1.1% | +5.6% | +6.6% |
| 30D | +4.8% | +7.8% | -3.1% | +4.3% |
| 3M | -1.6% | +27.3% | -28.9% | -3.4% |
| 6M | -7.5% | +16.8% | -24.3% | -8.6% |
| YTD | -6.4% | +36.3% | -42.7% | -8.8% |
| 1Y | -17.3% | +60.4% | -77.8% | -20.9% |
| All | +107.3% | +86.3% | +21.0% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling