+13.8%
ORCL vs AMGN
+91.8%
-78.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +8.0% | +1.1% | +6.8% | +8.0% |
| 30D | -4.0% | +9.3% | -13.3% | -4.0% |
| 3M | -19.5% | +12.1% | -31.6% | -19.6% |
| 6M | -33.5% | +40.3% | -73.7% | -34.1% |
| YTD | -34.8% | +45.2% | -80.0% | -36.2% |
| 1Y | -41.6% | +42.4% | -84.1% | -42.7% |
| 3Y | +13.8% | +91.0% | -77.3% | +4.2% |
| All | +13.8% | +91.8% | -78.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling