+6,288.2%
MS vs AMGN
+12,231.4%
-5,943.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.9% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | -0.3% | +7.8% | -8.1% | -3.5% |
| 3M | +0.3% | +27.3% | -27.0% | -10.0% |
| 6M | +31.3% | +16.8% | +14.5% | +22.0% |
| YTD | +24.7% | +36.3% | -11.7% | +7.7% |
| 1Y | +47.9% | +60.4% | -12.5% | +18.4% |
| 3Y | +178.3% | +86.3% | +92.0% | +103.1% |
| 5Y | +144.9% | +125.7% | +19.2% | +61.7% |
| 10Y | +804.5% | +247.0% | +557.5% | +385.5% |
| All | +6,288.2% | +12,231.4% | -5,943.2% | +1,081.3% |
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