+578.8%
MS vs AMGN
+327.2%
+251.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +0.7% | 0.0% | +0.8% | +0.8% |
| 30D | -0.9% | +12.1% | -13.1% | -5.4% |
| 3M | -13.0% | +13.9% | -26.9% | -17.9% |
| 6M | -2.0% | +42.1% | -44.1% | -16.3% |
| YTD | +7.8% | +45.0% | -37.3% | -9.5% |
| 1Y | +17.9% | +49.3% | -31.5% | -2.5% |
| 3Y | +174.8% | +92.8% | +82.0% | +93.4% |
| 5Y | +119.9% | +156.7% | -36.9% | +28.3% |
| 10Y | +578.8% | +328.1% | +250.7% | +201.6% |
| All | +578.8% | +327.2% | +251.7% | +201.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling