+64.2%
T vs AMGN
+107.3%
-43.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | -11.6% | +8.6% | -0.9% |
| 30D | +4.6% | -5.7% | +10.2% | +5.5% |
| 3M | +12.2% | +14.2% | -2.0% | +9.0% |
| 6M | -6.5% | +5.2% | -11.6% | -7.7% |
| YTD | +4.9% | +22.0% | -17.1% | -0.2% |
| 1Y | -10.5% | +43.6% | -54.1% | -18.3% |
| 3Y | +104.6% | +65.0% | +39.6% | +75.5% |
| 5Y | +64.2% | +112.0% | -47.8% | +27.2% |
| All | +64.2% | +107.3% | -43.1% | +27.2% |
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