+128.3%
WFC vs AMGN
+107.3%
+21.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +0.4% | -11.6% | +12.1% | +3.2% |
| 30D | +2.5% | -5.7% | +8.1% | +3.6% |
| 3M | +10.0% | +14.2% | -4.2% | +6.3% |
| 6M | +15.1% | +5.2% | +9.9% | +13.2% |
| YTD | -2.2% | +22.0% | -24.2% | -7.3% |
| 1Y | +13.5% | +43.6% | -30.2% | +3.0% |
| 3Y | +135.2% | +65.0% | +70.2% | +99.3% |
| 5Y | +128.3% | +112.0% | +16.3% | +74.8% |
| All | +128.3% | +107.3% | +21.0% | +74.8% |
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