+143.2%
PM vs AMGN
+87.0%
+56.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.6% |
| 7D | -7.3% | 0.0% | -7.2% | -7.3% |
| 30D | -4.0% | +12.1% | -16.1% | -5.5% |
| 3M | +2.7% | +13.9% | -11.1% | +0.7% |
| 6M | +14.9% | +42.1% | -27.3% | +9.0% |
| YTD | +23.5% | +45.0% | -21.5% | +17.1% |
| 1Y | +30.4% | +49.3% | -19.0% | +23.2% |
| 3Y | +143.2% | +92.8% | +50.5% | +112.9% |
| All | +143.2% | +87.0% | +56.2% | +112.9% |
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