+60,958.4%
AMGN vs D
+2,347.4%
+58,611.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.1% | +1.5% | -0.3% | +0.6% |
| 30D | +7.8% | -2.6% | +10.4% | +8.8% |
| 3M | +27.3% | 0.0% | +27.2% | +27.2% |
| 6M | +16.8% | +7.4% | +9.5% | +13.5% |
| YTD | +36.3% | +15.9% | +20.4% | +28.6% |
| 1Y | +60.4% | +18.1% | +42.3% | +50.0% |
| 3Y | +86.3% | +58.4% | +28.0% | +54.2% |
| 5Y | +125.7% | +5.2% | +120.5% | +113.9% |
| 10Y | +247.0% | +35.9% | +211.2% | +190.1% |
| All | +60,958.4% | +2,347.4% | +58,611.0% | +16,542.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling