+327.1%
NET vs AMGN
+86.3%
+240.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -7.0% | +1.1% | -8.1% | -7.0% |
| 30D | -4.8% | +7.8% | -12.6% | -4.7% |
| 3M | +3.8% | +27.3% | -23.4% | +4.1% |
| 6M | +50.0% | +16.8% | +33.2% | +51.0% |
| YTD | +41.5% | +36.3% | +5.2% | +41.9% |
| 1Y | +32.8% | +60.4% | -27.6% | +33.3% |
| All | +327.1% | +86.3% | +240.7% | +295.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling