+72.4%
UBER vs AMGN
+174.6%
-102.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -5.4% | -13.7% | +8.3% | -2.8% |
| 30D | -4.9% | -8.8% | +3.9% | -3.3% |
| 3M | +3.0% | +7.2% | -4.2% | +1.7% |
| 6M | -4.4% | +1.3% | -5.7% | -4.8% |
| YTD | -12.3% | +17.6% | -29.9% | -15.3% |
| 1Y | -24.3% | +37.2% | -61.5% | -29.2% |
| 3Y | +46.4% | +57.7% | -11.3% | +30.3% |
| 5Y | +79.7% | +106.3% | -26.6% | +45.9% |
| All | +72.4% | +174.6% | -102.2% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling