+3.2%
PEP vs AMGN
+48.8%
-45.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.1% | -2.2% | +3.2% | +1.5% |
| 30D | +13.6% | +12.1% | +1.5% | +11.4% |
| 3M | +5.1% | +13.6% | -8.5% | +2.5% |
| 6M | -1.6% | +43.9% | -45.5% | -9.0% |
| YTD | +3.3% | +45.9% | -42.6% | -2.9% |
| 1Y | +3.2% | +42.1% | -38.9% | -2.3% |
| All | +3.2% | +48.8% | -45.5% | -2.3% |
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