+4.9%
MSFT vs AMGN
+41.6%
-36.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | -1.8% | +9.3% | -11.1% | -1.4% |
| 3M | +5.6% | +12.1% | -6.5% | +6.3% |
| 6M | +29.8% | +40.3% | -10.5% | +34.0% |
| YTD | +9.0% | +45.2% | -36.2% | +12.1% |
| 1Y | +4.9% | +42.4% | -37.5% | +7.6% |
| All | +4.9% | +41.6% | -36.7% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling