+127.5%
PM vs AMGN
+108.3%
+19.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.1% | +11.3% | +3.2% |
| 7D | -1.3% | -10.3% | +9.0% | +0.7% |
| 30D | -2.6% | -3.8% | +1.2% | -2.1% |
| 3M | +5.8% | +14.4% | -8.6% | +2.5% |
| 6M | +10.6% | +7.8% | +2.7% | +8.3% |
| YTD | +17.2% | +22.6% | -5.4% | +11.8% |
| 1Y | +17.6% | +44.2% | -26.6% | +8.5% |
| 3Y | +124.3% | +65.8% | +58.4% | +93.6% |
| All | +127.5% | +108.3% | +19.2% | +78.9% |
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 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