+64,930.0%
AMGN vs BEN
+5,152.6%
+59,777.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +6.8% | -5.6% | -0.8% |
| 30D | +9.3% | +18.0% | -8.7% | +4.2% |
| 3M | +12.1% | +7.5% | +4.6% | +9.6% |
| 6M | +40.3% | +14.7% | +25.6% | +34.1% |
| YTD | +45.2% | +56.1% | -10.9% | +26.6% |
| 1Y | +42.4% | +69.6% | -27.2% | +21.3% |
| 3Y | +91.0% | +87.7% | +3.4% | +54.3% |
| 5Y | +157.4% | +28.6% | +128.7% | +125.3% |
| 10Y | +321.0% | +59.8% | +261.2% | +223.7% |
| All | +64,930.0% | +5,152.6% | +59,777.4% | +17,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling