+79.1%
PEP vs AMGN
+210.7%
-131.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.7% | -11.6% | +10.0% | +2.3% |
| 30D | +0.3% | -5.7% | +6.0% | +2.0% |
| 3M | -3.2% | +14.2% | -17.5% | -8.2% |
| 6M | -13.6% | +5.2% | -18.8% | -15.7% |
| YTD | -1.9% | +22.0% | -23.8% | -9.4% |
| 1Y | -0.6% | +43.6% | -44.2% | -13.9% |
| 3Y | -13.6% | +65.0% | -78.6% | -30.4% |
| 5Y | +3.2% | +112.0% | -108.8% | -25.6% |
| 10Y | +79.1% | +216.6% | -137.5% | +20.0% |
| All | +79.1% | +210.7% | -131.6% | +20.0% |
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