+48.8%
MSFT vs AMGN
+91.6%
-42.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +0.9% | +1.5% | +2.3% |
| 30D | -0.4% | +12.1% | -12.5% | -0.7% |
| 3M | +5.6% | +12.2% | -6.6% | +5.2% |
| 6M | +29.0% | +42.1% | -13.2% | +27.7% |
| YTD | +10.9% | +45.0% | -34.1% | +9.4% |
| 1Y | +6.2% | +47.7% | -41.5% | +4.6% |
| All | +48.8% | +91.6% | -42.8% | +39.1% |
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