+122.9%
MS vs AMGN
+156.1%
-33.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +5.1% | +1.1% | +3.9% | +4.8% |
| 30D | +5.7% | +9.3% | -3.6% | +3.9% |
| 3M | -12.2% | +12.1% | -24.3% | -14.3% |
| 6M | -0.5% | +40.3% | -40.8% | -7.9% |
| YTD | +9.8% | +45.2% | -35.4% | +0.5% |
| 1Y | +17.7% | +42.4% | -24.7% | +8.1% |
| 3Y | +176.8% | +91.0% | +85.8% | +130.6% |
| All | +122.9% | +156.1% | -33.2% | +60.7% |
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