+33,471.1%
ORCL vs AMGN
+63,747.9%
-30,276.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.6% |
| 7D | +5.3% | +1.1% | +4.1% | +4.8% |
| 30D | +10.0% | +7.8% | +2.1% | +6.9% |
| 3M | -32.6% | +27.3% | -59.8% | -38.7% |
| 6M | +4.9% | +16.8% | -11.9% | -2.2% |
| YTD | -17.8% | +36.3% | -54.1% | -28.1% |
| 1Y | -28.0% | +60.4% | -88.4% | -41.0% |
| 3Y | +36.0% | +86.3% | -50.3% | +2.8% |
| 5Y | +88.7% | +125.7% | -36.9% | +30.9% |
| 10Y | +346.9% | +247.0% | +99.9% | +156.7% |
| All | +33,471.1% | +63,747.9% | -30,276.8% | +2,113.4% |
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