+158.5%
AMGN vs ALL
+158.6%
-0.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.7% |
| 30D | +12.1% | +12.7% | -0.6% | +9.6% |
| 3M | +13.6% | +0.4% | +13.3% | +13.5% |
| 6M | +43.9% | +23.8% | +20.1% | +37.8% |
| YTD | +45.9% | +27.8% | +18.2% | +38.5% |
| 1Y | +42.1% | +28.9% | +13.3% | +34.7% |
| 3Y | +91.6% | +113.9% | -22.3% | +62.3% |
| 5Y | +158.5% | +157.4% | +1.1% | +103.8% |
| All | +158.5% | +158.6% | -0.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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