+14,183.4%
TER vs AMGN
+63,747.9%
-49,564.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +6.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | -8.3% | +7.8% | -16.1% | -11.2% |
| 3M | -12.2% | +27.3% | -39.5% | -20.8% |
| 6M | +17.1% | +16.8% | +0.2% | +9.4% |
| YTD | +84.7% | +36.3% | +48.4% | +61.9% |
| 1Y | +199.9% | +60.4% | +139.5% | +146.6% |
| 3Y | +232.8% | +86.3% | +146.4% | +154.3% |
| 5Y | +198.6% | +125.7% | +72.9% | +109.8% |
| 10Y | +1,669.7% | +247.0% | +1,422.7% | +944.1% |
| All | +14,183.4% | +63,747.9% | -49,564.4% | +2,082.6% |
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