-0.3%
PEP vs AMGN
+40.4%
-40.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -1.4% | -13.9% | +12.5% | +1.3% |
| 30D | -0.2% | -7.1% | +6.9% | +0.8% |
| 3M | -4.3% | +13.9% | -18.2% | -7.4% |
| 6M | -13.2% | +3.2% | -16.4% | -14.7% |
| YTD | -1.9% | +19.2% | -21.1% | -5.1% |
| 1Y | -0.3% | +41.1% | -41.5% | -7.2% |
| All | -0.3% | +40.4% | -40.7% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling