+5,256.1%
MS vs AMGN
+12,885.4%
-7,629.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.0% |
| 30D | -3.8% | +11.5% | -15.2% | -8.1% |
| 3M | -14.6% | +14.4% | -29.0% | -19.9% |
| 6M | -5.1% | +40.9% | -46.0% | -18.9% |
| YTD | +4.5% | +43.5% | -39.0% | -12.1% |
| 1Y | +13.5% | +49.9% | -36.4% | -6.5% |
| 3Y | +160.4% | +84.6% | +75.8% | +90.3% |
| 5Y | +112.9% | +151.6% | -38.8% | +33.4% |
| 10Y | +633.4% | +358.2% | +275.2% | +249.1% |
| All | +5,256.1% | +12,885.4% | -7,629.3% | +863.6% |
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 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