+72,065.9%
MU vs AMGN
+67,134.3%
+4,931.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | -1.2% | -20.8% | -21.5% |
| 30D | -36.6% | +11.5% | -48.0% | -39.3% |
| 3M | -21.7% | +14.4% | -36.1% | -26.3% |
| 6M | +3.5% | +40.9% | -37.4% | -11.0% |
| YTD | +141.9% | +43.5% | +98.4% | +105.2% |
| 1Y | +189.8% | +49.9% | +139.9% | +140.6% |
| 3Y | +855.4% | +84.6% | +770.7% | +614.0% |
| 5Y | +869.2% | +151.6% | +717.5% | +530.5% |
| 10Y | +4,142.8% | +358.2% | +3,784.6% | +2,067.4% |
| All | +72,065.9% | +67,134.3% | +4,931.6% | +4,624.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling