+62.8%
META vs AMGN
+129.1%
-66.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.2% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | +4.8% | +7.8% | -3.1% | +3.6% |
| 3M | -1.6% | +27.3% | -28.9% | -5.4% |
| 6M | -7.5% | +16.8% | -24.3% | -9.8% |
| YTD | -6.4% | +36.3% | -42.7% | -11.3% |
| 1Y | -17.3% | +60.4% | -77.8% | -24.3% |
| 3Y | +109.9% | +86.3% | +23.6% | +78.6% |
| All | +62.8% | +129.1% | -66.3% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling