+48.9%
MSFT vs AMGN
+65.8%
-16.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.0% | -11.6% | +10.6% | -0.6% |
| 30D | -2.7% | -5.7% | +3.0% | -2.4% |
| 3M | +22.1% | +14.2% | +7.9% | +21.5% |
| 6M | +20.6% | +5.2% | +15.4% | +20.6% |
| YTD | +2.3% | +22.0% | -19.7% | +1.2% |
| 1Y | -0.5% | +43.6% | -44.2% | -3.1% |
| All | +48.9% | +65.8% | -16.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling