+24,538.0%
ORCL vs AMGN
+67,134.3%
-42,596.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -1.2% | -10.0% | -10.8% |
| 30D | -18.8% | +11.5% | -30.3% | -22.1% |
| 3M | -18.8% | +14.4% | -33.2% | -23.2% |
| 6M | -39.7% | +40.9% | -80.7% | -47.7% |
| YTD | -39.6% | +43.5% | -83.2% | -48.5% |
| 1Y | -51.7% | +49.9% | -101.7% | -59.6% |
| 3Y | +10.2% | +84.6% | -74.4% | -16.7% |
| 5Y | +30.8% | +151.6% | -120.8% | -13.3% |
| 10Y | +252.1% | +358.2% | -106.1% | +82.1% |
| All | +24,538.0% | +67,134.3% | -42,596.2% | +1,484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling