+1,381.0%
NET vs AMGN
+204.1%
+1,176.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -3.2% |
| 7D | -16.4% | +5.9% | -22.3% | -17.3% |
| 30D | -25.8% | +18.7% | -44.6% | -28.3% |
| 3M | -11.5% | +23.4% | -34.9% | -15.5% |
| 6M | +18.9% | +49.7% | -30.8% | +8.8% |
| YTD | +35.2% | +49.2% | -14.0% | +23.2% |
| 1Y | +14.5% | +65.7% | -51.3% | +1.5% |
| 3Y | +313.8% | +94.0% | +219.8% | +239.5% |
| 5Y | +32.6% | +160.1% | -127.5% | -4.4% |
| All | +1,381.0% | +204.1% | +1,176.9% | +991.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling