+216.6%
AMGN vs B
+200.3%
+16.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -11.6% | +1.0% | -12.7% | -11.7% |
| 30D | -5.7% | +9.5% | -15.2% | -6.5% |
| 3M | +14.2% | +14.3% | -0.1% | +12.6% |
| 6M | +5.2% | -1.9% | +7.1% | +4.8% |
| YTD | +22.0% | +4.1% | +17.9% | +20.7% |
| 1Y | +43.6% | +56.1% | -12.5% | +36.5% |
| 3Y | +65.0% | +202.0% | -137.0% | +47.0% |
| 5Y | +112.0% | +158.8% | -46.8% | +89.4% |
| 10Y | +216.6% | +211.9% | +4.7% | +181.2% |
| All | +216.6% | +200.3% | +16.3% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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