+22.9%
SBUX vs AMGN
+39.2%
-16.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -5.5% | -13.7% | +8.2% | -1.6% |
| 30D | -8.5% | -8.8% | +0.3% | -6.3% |
| 3M | -2.9% | +7.2% | -10.1% | -5.4% |
| 6M | -1.5% | +1.3% | -2.8% | -2.4% |
| YTD | +19.4% | +17.6% | +1.7% | +12.6% |
| 1Y | +22.9% | +37.2% | -14.2% | +12.0% |
| All | +22.9% | +39.2% | -16.3% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling