+210.9%
PM vs AMGN
+206.2%
+4.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | +4.7% | -13.7% | +18.4% | +8.9% |
| 30D | +2.6% | -8.8% | +11.4% | +5.0% |
| 3M | +6.6% | +7.2% | -0.6% | +3.9% |
| 6M | +16.5% | +1.3% | +15.2% | +15.3% |
| YTD | +21.2% | +17.6% | +3.5% | +14.4% |
| 1Y | +17.9% | +37.2% | -19.3% | +5.9% |
| 3Y | +129.8% | +57.7% | +72.1% | +91.6% |
| 5Y | +133.0% | +106.3% | +26.8% | +74.2% |
| All | +210.9% | +206.2% | +4.8% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling