+1,449.6%
NET vs AMGN
+177.9%
+1,271.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -7.0% | +1.1% | -8.1% | -7.2% |
| 30D | -4.8% | +7.8% | -12.6% | -6.3% |
| 3M | +3.8% | +27.3% | -23.4% | -1.4% |
| 6M | +50.0% | +16.8% | +33.2% | +44.8% |
| YTD | +41.5% | +36.3% | +5.2% | +31.6% |
| 1Y | +32.8% | +60.4% | -27.6% | +18.5% |
| 3Y | +335.9% | +86.3% | +249.5% | +258.2% |
| 5Y | +113.8% | +125.7% | -11.8% | +60.7% |
| All | +1,449.6% | +177.9% | +1,271.7% | +1,065.1% |
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