+763.1%
PM vs AMGN
+1,375.5%
-612.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -3.4% | +7.8% | -11.2% | -5.7% |
| 3M | +5.2% | +27.3% | -22.1% | -2.8% |
| 6M | +3.7% | +16.8% | -13.1% | -1.6% |
| YTD | +15.8% | +36.3% | -20.6% | +4.2% |
| 1Y | +17.4% | +60.4% | -43.1% | -0.2% |
| 3Y | +116.9% | +86.3% | +30.6% | +71.0% |
| 5Y | +117.3% | +125.7% | -8.3% | +58.5% |
| 10Y | +193.8% | +247.0% | -53.3% | +79.7% |
| All | +763.1% | +1,375.5% | -612.3% | +199.0% |
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