+878.4%
MSFT vs AMGN
+206.2%
+672.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.1% |
| 7D | -0.8% | -13.7% | +12.9% | +4.0% |
| 30D | +0.8% | -8.8% | +9.6% | +3.7% |
| 3M | +27.2% | +7.2% | +20.0% | +23.4% |
| 6M | +22.9% | +1.3% | +21.6% | +21.2% |
| YTD | +3.1% | +17.6% | -14.5% | -4.4% |
| 1Y | -0.3% | +37.2% | -37.4% | -13.6% |
| 3Y | +50.1% | +57.7% | -7.6% | +16.8% |
| 5Y | +74.6% | +106.3% | -31.6% | +15.8% |
| All | +878.4% | +206.2% | +672.2% | +466.4% |
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