+855.4%
MU vs AMGN
+86.0%
+769.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | -1.2% | -20.8% | -21.7% |
| 30D | -36.6% | +11.5% | -48.0% | -37.9% |
| 3M | -21.7% | +14.4% | -36.1% | -24.2% |
| 6M | +3.5% | +40.9% | -37.4% | -5.3% |
| YTD | +141.9% | +43.5% | +98.4% | +119.6% |
| 1Y | +189.8% | +49.9% | +139.9% | +158.5% |
| 3Y | +855.4% | +84.6% | +770.7% | +681.8% |
| All | +855.4% | +86.0% | +769.3% | +681.8% |
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