+3,739.1%
MRK vs AMGN
+57,036.4%
-53,297.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.7% | -11.6% | +8.9% | +0.6% |
| 30D | +12.7% | -5.7% | +18.4% | +14.5% |
| 3M | +24.2% | +14.2% | +10.0% | +19.5% |
| 6M | +27.8% | +5.2% | +22.6% | +25.8% |
| YTD | +42.2% | +22.0% | +20.2% | +34.0% |
| 1Y | +80.2% | +43.6% | +36.6% | +62.1% |
| 3Y | +48.4% | +65.0% | -16.6% | +27.1% |
| 5Y | +133.6% | +112.0% | +21.5% | +85.3% |
| 10Y | +236.2% | +216.6% | +19.7% | +137.1% |
| All | +3,739.1% | +57,036.4% | -53,297.3% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling