+84,752.5%
MU vs AMGN
+68,257.2%
+16,495.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.6% |
| 7D | +2.0% | -2.2% | +4.2% | +3.2% |
| 30D | -18.0% | +12.1% | -30.1% | -21.7% |
| 3M | -6.6% | +13.6% | -20.2% | -11.7% |
| 6M | +2.0% | +43.9% | -41.9% | -13.0% |
| YTD | +184.5% | +45.9% | +138.5% | +139.8% |
| 1Y | +236.9% | +42.1% | +194.7% | +186.4% |
| 3Y | +987.0% | +91.6% | +895.4% | +701.1% |
| 5Y | +1,014.6% | +158.5% | +856.1% | +617.9% |
| 10Y | +4,609.2% | +323.2% | +4,286.0% | +2,385.9% |
| All | +84,752.5% | +68,257.2% | +16,495.3% | +5,421.5% |
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