+45.8%
ON vs AMGN
+40.4%
+5.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -4.7% | -13.9% | +9.2% | -2.2% |
| 30D | -13.5% | -7.1% | -6.3% | -12.3% |
| 3M | -36.3% | +13.9% | -50.2% | -39.3% |
| 6M | +17.8% | +3.2% | +14.5% | +16.6% |
| YTD | +29.6% | +19.2% | +10.3% | +20.9% |
| 1Y | +45.8% | +41.1% | +4.7% | +34.6% |
| All | +45.8% | +40.4% | +5.4% | +34.6% |
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