-1.6%
PFE vs AMGN
+68.2%
-69.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.8% | +1.9% |
| 7D | -2.7% | -10.3% | +7.6% | +1.6% |
| 30D | +3.8% | -3.8% | +7.6% | +5.3% |
| 3M | +10.4% | +14.4% | -4.0% | +3.8% |
| 6M | +6.3% | +7.8% | -1.6% | +2.3% |
| YTD | +17.4% | +22.6% | -5.2% | +6.6% |
| 1Y | +21.1% | +44.2% | -23.1% | +2.4% |
| 3Y | -1.6% | +65.8% | -67.4% | -15.7% |
| All | -1.6% | +68.2% | -69.8% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling