+313.6%
AMGN vs B
+184.6%
+129.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.6% |
| 7D | +0.9% | +7.1% | -6.3% | +0.1% |
| 30D | +12.1% | -3.3% | +15.5% | +12.4% |
| 3M | +12.2% | -2.5% | +14.7% | +12.2% |
| 6M | +42.1% | -7.2% | +49.4% | +42.4% |
| YTD | +45.0% | -7.4% | +52.4% | +44.8% |
| 1Y | +47.7% | +16.4% | +31.3% | +44.0% |
| 3Y | +90.4% | +178.7% | -88.3% | +69.0% |
| 5Y | +154.9% | +121.7% | +33.2% | +128.2% |
| 10Y | +313.6% | +208.6% | +105.0% | +266.5% |
| All | +313.6% | +184.6% | +129.0% | +266.5% |
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