+54,805.5%
AMGN vs BEN
+4,901.8%
+49,903.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.2% | -9.8% | -10.0% |
| 7D | -10.3% | +4.7% | -14.9% | -11.4% |
| 30D | -3.8% | +2.6% | -6.4% | -4.5% |
| 3M | +14.4% | +11.5% | +2.9% | +10.6% |
| 6M | +7.8% | +35.3% | -27.5% | -1.7% |
| YTD | +22.6% | +48.6% | -26.1% | +8.6% |
| 1Y | +44.2% | +46.7% | -2.5% | +27.9% |
| 3Y | +65.8% | +57.0% | +8.8% | +40.9% |
| 5Y | +108.0% | +41.8% | +66.2% | +76.3% |
| 10Y | +209.9% | +55.2% | +154.6% | +140.1% |
| All | +54,805.5% | +4,901.8% | +49,903.7% | +14,640.3% |
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