-21.5%
PFE vs AMGN
+151.3%
-172.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.7% | -1.2% | -2.5% | -3.2% |
| 30D | +5.0% | +11.5% | -6.5% | +0.4% |
| 3M | +12.2% | +14.4% | -2.2% | +5.8% |
| 6M | +14.6% | +40.9% | -26.3% | -1.0% |
| YTD | +24.1% | +43.5% | -19.4% | +6.0% |
| 1Y | +26.6% | +49.9% | -23.4% | +6.1% |
| 3Y | +14.3% | +84.6% | -70.3% | -12.3% |
| All | -21.5% | +151.3% | -172.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling