+1,315.7%
MU vs AMGN
+129.1%
+1,186.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.6% | +6.5% |
| 7D | +9.0% | +1.1% | +7.9% | +8.6% |
| 30D | +13.8% | +7.8% | +6.0% | +11.3% |
| 3M | +2.1% | +27.3% | -25.2% | -5.1% |
| 6M | +153.8% | +16.8% | +137.0% | +141.7% |
| YTD | +256.4% | +36.3% | +220.1% | +222.5% |
| 1Y | +719.8% | +60.4% | +659.3% | +600.0% |
| 3Y | +1,360.4% | +86.3% | +1,274.0% | +1,056.5% |
| All | +1,315.7% | +129.1% | +1,186.6% | +856.8% |
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 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