+195.5%
AMGN vs BEN
+56.6%
+138.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -13.7% | -3.1% | -10.6% | -13.0% |
| 30D | -8.8% | +0.2% | -9.0% | -8.9% |
| 3M | +7.2% | +6.8% | +0.4% | +5.2% |
| 6M | +1.3% | +38.1% | -36.8% | -7.0% |
| YTD | +17.6% | +44.3% | -26.7% | +6.6% |
| 1Y | +37.2% | +42.6% | -5.4% | +24.5% |
| 3Y | +57.7% | +52.3% | +5.4% | +38.0% |
| 5Y | +106.3% | +37.6% | +68.6% | +80.4% |
| All | +195.5% | +56.6% | +138.9% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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