+45.3%
MO vs AMGN
+64.6%
-19.3%
-14.6%
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% | +0.9% |
| 7D | +6.9% | +5.9% | +1.0% | +6.1% |
| 30D | +14.9% | +18.7% | -3.8% | +12.6% |
| 3M | +16.4% | +23.4% | -7.0% | +13.5% |
| 6M | +9.6% | +49.7% | -40.2% | +5.2% |
| YTD | +41.8% | +49.2% | -7.3% | +36.4% |
| 1Y | +45.3% | +65.7% | -20.4% | +38.1% |
| All | +45.3% | +64.6% | -19.3% | +38.1% |
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