+363.4%
ORCL vs AMGN
+211.5%
+151.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -10.1% | +12.4% | +5.2% |
| 7D | +15.0% | -10.3% | +25.3% | +18.3% |
| 30D | +10.5% | -3.8% | +14.3% | +11.3% |
| 3M | -23.0% | +14.4% | -37.4% | -26.8% |
| 6M | +7.0% | +7.8% | -0.8% | +3.3% |
| YTD | -15.8% | +22.6% | -38.4% | -22.9% |
| 1Y | -31.1% | +44.2% | -75.3% | -40.9% |
| 3Y | +33.3% | +65.8% | -32.5% | +5.1% |
| 5Y | +94.3% | +108.0% | -13.7% | +36.2% |
| 10Y | +363.4% | +209.9% | +153.5% | +173.0% |
| All | +363.4% | +211.5% | +151.9% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling