+133,470.8%
MSFT vs AMGN
+63,747.9%
+69,722.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.6% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +2.7% | +7.8% | -5.1% | +0.3% |
| 3M | +17.0% | +27.3% | -10.3% | +8.2% |
| 6M | +23.8% | +16.8% | +7.0% | +17.2% |
| YTD | +4.0% | +36.3% | -32.3% | -6.6% |
| 1Y | -0.8% | +60.4% | -61.2% | -15.8% |
| 3Y | +55.6% | +86.3% | -30.7% | +23.0% |
| 5Y | +72.9% | +125.7% | -52.8% | +27.3% |
| 10Y | +875.8% | +247.0% | +628.8% | +523.0% |
| All | +133,470.8% | +63,747.9% | +69,722.9% | +15,469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling