+91.0%
AMGN vs BEN
+86.4%
+4.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +6.8% | -5.6% | -0.2% |
| 30D | +9.3% | +18.0% | -8.7% | +5.8% |
| 3M | +12.1% | +7.5% | +4.6% | +10.4% |
| 6M | +40.3% | +14.7% | +25.6% | +35.9% |
| YTD | +45.2% | +56.1% | -10.9% | +31.3% |
| 1Y | +42.4% | +69.6% | -27.2% | +26.5% |
| 3Y | +91.0% | +87.7% | +3.4% | +59.0% |
| All | +91.0% | +86.4% | +4.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling