+47.6%
ON vs AMGN
+64.6%
-17.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.3% |
| 7D | -5.8% | +5.9% | -11.7% | -6.4% |
| 30D | -17.1% | +18.7% | -35.8% | -18.9% |
| 3M | -11.8% | +23.4% | -35.2% | -14.6% |
| 6M | -30.2% | +49.7% | -79.9% | -37.5% |
| YTD | +31.6% | +49.2% | -17.6% | +17.4% |
| 1Y | +47.6% | +65.7% | -18.2% | +25.1% |
| All | +47.6% | +64.6% | -17.1% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling