+102.7%
MO vs AMGN
+103.1%
-0.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.1% | -13.7% | +13.8% | +2.8% |
| 30D | +7.1% | -8.8% | +15.9% | +8.8% |
| 3M | -2.0% | +7.2% | -9.2% | -3.5% |
| 6M | +7.3% | +1.3% | +6.0% | +6.6% |
| YTD | +23.5% | +17.6% | +5.8% | +18.9% |
| 1Y | +11.0% | +37.2% | -26.2% | +3.3% |
| 3Y | +95.0% | +57.7% | +37.3% | +72.2% |
| All | +102.7% | +103.1% | -0.4% | +65.3% |
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