+260.9%
PM vs AMGN
+320.4%
-59.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -7.1% | -2.2% | -4.9% | -6.4% |
| 30D | -2.8% | +12.1% | -14.9% | -6.1% |
| 3M | +6.3% | +13.6% | -7.3% | +1.9% |
| 6M | +9.6% | +43.9% | -34.3% | -2.5% |
| YTD | +25.6% | +45.9% | -20.3% | +10.8% |
| 1Y | +29.7% | +42.1% | -12.5% | +15.3% |
| 3Y | +147.6% | +91.6% | +56.0% | +93.3% |
| 5Y | +160.1% | +158.5% | +1.6% | +78.1% |
| 10Y | +260.9% | +323.2% | -62.3% | +113.3% |
| All | +260.9% | +320.4% | -59.5% | +113.3% |
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 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