+6,169.9%
MU vs AMGN
+210.7%
+5,959.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +3.0% |
| 7D | +7.5% | -11.6% | +19.1% | +13.3% |
| 30D | +19.4% | -5.7% | +25.0% | +21.8% |
| 3M | +9.8% | +14.2% | -4.4% | +1.8% |
| 6M | +164.1% | +5.2% | +159.0% | +153.4% |
| YTD | +260.3% | +22.0% | +238.3% | +219.7% |
| 1Y | +661.2% | +43.6% | +617.5% | +518.9% |
| 3Y | +1,380.8% | +65.0% | +1,315.8% | +973.0% |
| 5Y | +1,346.4% | +112.0% | +1,234.3% | +781.6% |
| 10Y | +6,169.9% | +216.6% | +5,953.4% | +3,092.7% |
| All | +6,169.9% | +210.7% | +5,959.2% | +3,092.7% |
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 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