+847.8%
MU vs AMGN
+151.3%
+696.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | -1.2% | -20.8% | -21.6% |
| 30D | -36.6% | +11.5% | -48.0% | -38.3% |
| 3M | -21.7% | +14.4% | -36.1% | -24.7% |
| 6M | +3.5% | +40.9% | -37.4% | -6.8% |
| YTD | +141.9% | +43.5% | +98.4% | +115.8% |
| 1Y | +189.8% | +49.9% | +139.9% | +153.8% |
| 3Y | +855.4% | +84.6% | +770.7% | +663.9% |
| All | +847.8% | +151.3% | +696.6% | +526.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling