+112.0%
AMGN vs BEN
+40.0%
+72.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -11.6% | +3.4% | -15.0% | -12.2% |
| 30D | -5.7% | +1.8% | -7.5% | -6.0% |
| 3M | +14.2% | +8.4% | +5.8% | +12.3% |
| 6M | +5.2% | +35.6% | -30.4% | -1.2% |
| YTD | +22.0% | +46.4% | -24.4% | +12.8% |
| 1Y | +43.6% | +46.3% | -2.7% | +32.7% |
| 3Y | +65.0% | +54.6% | +10.4% | +48.2% |
| 5Y | +112.0% | +39.4% | +72.7% | +90.5% |
| All | +112.0% | +40.0% | +72.1% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling