+4,407.5%
MU vs AMGN
+319.8%
+4,087.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | +1.1% | +11.7% | +12.3% |
| 30D | -14.9% | +9.3% | -24.1% | -18.2% |
| 3M | -18.0% | +12.1% | -30.1% | -22.8% |
| 6M | -3.1% | +40.3% | -43.4% | -18.8% |
| YTD | +172.9% | +45.2% | +127.7% | +122.9% |
| 1Y | +228.8% | +42.4% | +186.4% | +170.5% |
| 3Y | +950.8% | +91.0% | +859.8% | +610.8% |
| 5Y | +931.3% | +157.4% | +773.9% | +464.5% |
| All | +4,407.5% | +319.8% | +4,087.7% | +1,902.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling