+176.8%
MS vs AMGN
+92.8%
+84.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -1.7% | -2.2% | +0.4% | -1.3% |
| 30D | +0.9% | +12.1% | -11.2% | -0.8% |
| 3M | -10.8% | +13.6% | -24.5% | -12.7% |
| 6M | +0.9% | +43.9% | -43.0% | -5.6% |
| YTD | +9.8% | +45.9% | -36.1% | +2.2% |
| 1Y | +17.1% | +42.1% | -25.1% | +9.5% |
| All | +176.8% | +92.8% | +84.0% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling