+3,439.0%
PFE vs AMGN
+67,836.7%
-64,397.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | +5.3% | +12.1% | -6.8% | +1.8% |
| 3M | +10.1% | +12.2% | -2.0% | +6.2% |
| 6M | +18.0% | +42.1% | -24.1% | +5.8% |
| YTD | +25.8% | +45.0% | -19.2% | +11.8% |
| 1Y | +28.4% | +47.7% | -19.3% | +13.5% |
| 3Y | +20.9% | +90.4% | -69.5% | -1.7% |
| 5Y | -21.5% | +154.9% | -176.4% | -41.9% |
| 10Y | +46.2% | +313.6% | -267.4% | -6.8% |
| All | +3,439.0% | +67,836.7% | -64,397.7% | +452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling