+112.5%
NET vs AMGN
+129.1%
-16.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -7.0% | +1.1% | -8.1% | -7.0% |
| 30D | -4.8% | +7.8% | -12.6% | -5.2% |
| 3M | +3.8% | +27.3% | -23.4% | +2.5% |
| 6M | +50.0% | +16.8% | +33.2% | +49.2% |
| YTD | +41.5% | +36.3% | +5.2% | +38.9% |
| 1Y | +32.8% | +60.4% | -27.6% | +28.9% |
| 3Y | +335.9% | +86.3% | +249.5% | +308.0% |
| All | +112.5% | +129.1% | -16.6% | +110.9% |
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