+915.1%
MSFT vs AMGN
+319.8%
+595.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | -1.8% | +9.3% | -11.1% | -4.8% |
| 3M | +5.6% | +12.1% | -6.5% | +1.0% |
| 6M | +29.8% | +40.3% | -10.5% | +13.9% |
| YTD | +9.0% | +45.2% | -36.2% | -6.5% |
| 1Y | +4.9% | +42.4% | -37.5% | -9.5% |
| 3Y | +46.2% | +91.0% | -44.8% | +5.8% |
| 5Y | +62.1% | +157.4% | -95.3% | -2.7% |
| All | +915.1% | +319.8% | +595.3% | +396.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling