+154.2%
MSTR vs AMGN
+87.0%
+67.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | -4.0% | 0.0% | -3.9% | -3.8% |
| 30D | -18.6% | +12.1% | -30.8% | -22.5% |
| 3M | +25.6% | +13.9% | +11.7% | +18.3% |
| 6M | -33.1% | +42.1% | -75.2% | -43.1% |
| YTD | -17.3% | +45.0% | -62.4% | -30.2% |
| 1Y | -48.1% | +49.3% | -97.4% | -56.9% |
| 3Y | +154.2% | +92.8% | +61.4% | +63.5% |
| All | +154.2% | +87.0% | +67.2% | +63.5% |
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