+112.4%
MS vs AMGN
+151.3%
-38.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | -3.8% | +11.5% | -15.2% | -5.8% |
| 3M | -14.6% | +14.4% | -29.0% | -17.1% |
| 6M | -5.1% | +40.9% | -46.0% | -12.2% |
| YTD | +4.5% | +43.5% | -39.0% | -4.1% |
| 1Y | +13.5% | +49.9% | -36.4% | +2.9% |
| 3Y | +160.4% | +84.6% | +75.8% | +119.2% |
| All | +112.4% | +151.3% | -38.9% | +56.7% |
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