+91.4%
ORCL vs AMGN
+129.1%
-37.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.2% |
| 7D | +5.3% | +1.1% | +4.1% | +5.1% |
| 30D | +10.0% | +7.8% | +2.1% | +9.2% |
| 3M | -32.6% | +27.3% | -59.8% | -34.3% |
| 6M | +4.9% | +16.8% | -11.9% | +3.6% |
| YTD | -17.8% | +36.3% | -54.1% | -21.4% |
| 1Y | -28.0% | +60.4% | -88.4% | -33.9% |
| 3Y | +36.0% | +86.3% | -50.3% | +18.8% |
| All | +91.4% | +129.1% | -37.6% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling